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Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps

Estimating the Price Impact of Trades in a High-Frequency Microstructure Model with Jumps

AutorE. Jondeau, M. Rockinger, J. Lahaye
JournalJournal of Banking and Finance
Datum1. Jan. 2016
KategorieAcademic Publications
VolumeNA

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