• 9 Citations
  • 1 h-Index

Research output per year

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Fingerprint Dive into the research topics where Jerome LAHAYE is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

  • 9 Citations
  • 1 h-Index
  • 2 Article
  • Do Jumps mislead the FX market?

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

    Research output: Contribution to journalArticle

  • 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