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Louvain Finance Louvain-la-Neuve, Belgium
Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
Université Catholique de Louvain
RePEc:edi:lfuclbe (more details at EDIRC)
Research outputJump to: Working papers Articles
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021.
"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
- Christophe Desagre & Floris Laly & Mikael Petitjean, 2016. "La vitesse sur les marchés financiers : stop ou encore ?," Post-Print hal-01610133, HAL.
- Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 251-271, July.
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