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Modes de négociation et caractèristiques de marché
Gouriéroux, Christian; LeFol, Gaëlle - 1997
Persistent link: https://www.econbiz.de/10000977893
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Matching procedures and market characteristics
Gouriéroux, Christian; LeFol, Gaëlle - 1998
Persistent link: https://www.econbiz.de/10000986267
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Temps aléatoire et dynamique du carnet d'ordres
Boyer, Cécile; LeFol, Gaëlle - 1998
Persistent link: https://www.econbiz.de/10000986276
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Effet des modes de négociation sur les échanges
Gouriéroux, Christian - In: Revue économique : revue bimestrielle 49 (1998) 3, pp. 795-808
Persistent link: https://www.econbiz.de/10001337818
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Intrinsic liquidity in conditional volatility models
Darolles, Serge; LeFol, Gaëlle; Francq, Christian; … - In: Annals of economics and statistics 123/124 (2016), pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
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Measuring the liquidity part of volume
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of banking & finance 50 (2015), pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
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Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge; LeFol, Gaëlle; Mero, Gulten - In: Journal of econometrics 201 (2017) 2, pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
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Analysis of order queues
Gouriéroux, Christian; LeFol, Gaëlle; Meyer, B. - 1996
Persistent link: https://www.econbiz.de/10000950820
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Intraday transaction price dynamics
Darolles, Serge; Gouriéroux, Christian; LeFol, Gaëlle - In: Annales d'économie et de statistique (2000), pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
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Taking into account extreme events in European option pricing
Idier, Julien; Jardet, Caroline; LeFol, Gaëlle; … - In: Financial stability review : FSR 12 (2008), pp. 39-51
Persistent link: https://www.econbiz.de/10003772089