Jumps in high frequency time series: determinants and informational content

  • Jerome Lahaye

Student thesis: Doc types › Doctor of Economics and Business Management

Date of Award1 Jul 2009
Original languageEnglish
Awarding Institution
  • University of Namur
SupervisorSébastien Laurent (Supervisor), Pierre GIOT (President), Luc Bauwens (Jury), Bertrand Candelon (Jury) & Michael Rockinger (Jury)

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