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Arnaud Dufays
Department of Business Administration
Center for Research in Finance and Management
Namur Institute for Complex Systems
Overview
Projects
(1)
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Projects
2017
2020
1
Active
Projects per year
Capturing time-varying financial contagion: the case of Change-point and Markov-chain volatility models
Dufays, A.
&
GIOT, P.
1/10/17
→
20/09/20
Project
:
Research
