Jérôme Lahaye

  • 9 Citations
  • 1 h-Index
20012014
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Fingerprint Dive into the research topics where Jérôme Lahaye is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Jump Business & Economics
Currency Business & Economics
Comovement Business & Economics
Bootstrap test Business & Economics
Central bank intervention Business & Economics
Semimartingale Business & Economics
World economy Business & Economics
Assets Business & Economics

Projects 2001 2011

Research Output 2012 2014

  • 9 Citations
  • 1 h-Index
  • 2 Article
Currency
Bootstrap test
Jump
Comovement
Semimartingale

Do Jumps mislead the FX market?

Lecourt, C., Gnabo, J-Y., Lahaye, J. & Laurent, S., 2012, In : Quantitative Finance.

Research output: Contribution to journalArticle

Jump
Central bank intervention
Rumor
Exchange rates
Trigger

Thesis

Jumps in high frequency time series: determinants and informational content

Author: Lahaye, J., 1 Jul 2009

Supervisor: Laurent, S. (Supervisor), Giot, P. (President), Bauwens, L. (Jury), Candelon, B. (External person) (Jury) & Rockinger, M. (External person) (Jury)

Student thesis: Doc typesDoctor of Economics and Business Management