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~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~person:"Jondeau, Eric"
~subject:"Volatilität"
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Jondeau, Eric
Corbet, Shaen
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Finance research letters
Journal of banking & finance
Banque de France Working Paper
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ECONIS (ZBW)
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Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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