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Displaying 3 results.
    • Dissertation
    Jumps in high frequency time series: determinants and informational content
    Lahaye, Jérôme[FUNDP] (2009)
    • Journal article
    Do jumps mislead the FX market?
    Gnabo, Jean-Yves Lahaye, Jérôme Laurent, Sébastien[UCL] Lecourt, Christelle (2012) Quantitative Finance — Vol. 12, no. 10, p. 1521-1532 (2012)
    • Journal article
    Jumps, cojumps and macro announcements
    Lahaye, Jérôme Laurent, Sébastien[UCL] Neely, Christopher (2011) Journal of Applied Econometrics — Vol. 26, no. 6, p. 893-921 (2011)