Jumps in high frequency time series: determinants and informational content

Student thesis: Doc typesDoctor of Economics and Business Management

Abstract

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)

Cite this

Jumps in high frequency time series: determinants and informational content
Lahaye, J. (Author). 1 Jul 2009

Student thesis: Doc typesDoctor of Economics and Business Management