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Floris Laly
Personal Details
| First Name: | Floris |
| Middle Name: | |
| Last Name: | Laly |
| Suffix: | |
| RePEc Short-ID: | pla1026 |
| [This author has chosen not to make the email address public] | |
| https://sites.google.com/site/florislalyfinance/ | |
Affiliation
Louvain Finance
Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
Université Catholique de Louvain
Louvain-la-Neuve, Belgiumhttps://uclouvain.be/en/research-institutes/lidam/lfin
RePEc:edi:lfuclbe (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021.
"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
Post-Print
hal-03103717, HAL.
- 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.
- Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Floris Laly & Mikael Petitjean, 2016.
"La vitesse sur les marchés financiers : stop ou encore ?,"
Post-Print
hal-01610133, HAL.
- Petitjean, Mikael, 2016. "La vitesse sur les marchés financiers : stop ou encore ?," LIDAM Reprints LFIN 2016004, Université catholique de Louvain, Louvain Finance (LFIN).
Articles
- 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.
- Laly, Floris & Petitjean, Mikael, 2021. "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN 2021017, Université catholique de Louvain, Louvain Finance (LFIN).
- Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Post-Print hal-02998436, HAL.
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