Articles with public access mandates - Sébastien LaurentLearn more
Not available anywhere: 1
Mixture and regime‐switching GARCH models
M Haas, MS Paolella
Handbook of volatility models and their applications, 71-102, 2012
Mandates: German Research Foundation
Available somewhere: 19
Jumps, cojumps and macro announcements
J Lahaye, S Laurent, CJ Neely
Journal of Applied Econometrics 26 (6), 893-921, 2011
Mandates: Swiss National Science Foundation, Science Foundation Ireland
Outlyingness weighted covariation
K Boudt, C Croux, S Laurent
Journal of Financial Econometrics 9 (4), 657-684, 2011
Mandates: Research Foundation (Flanders)
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
K Boudt, S Laurent, A Lunde, R Quaedvlieg, O Sauri
Journal of Econometrics 196 (2), 347-367, 2017
Mandates: Danish National Research Foundation, Netherlands Organisation for Scientific …
Volatility estimation and jump detection for drift–diffusion processes
S Laurent, S Shi
Journal of Econometrics 217 (2), 259-290, 2020
Mandates: Australian Research Council, Agence Nationale de la Recherche
Risk measure inference
C Hurlin, S Laurent, R Quaedvlieg, S Smeekes
Journal of Business & Economic Statistics 35 (4), 499-512, 2017
Mandates: Netherlands Organisation for Scientific Research
Quasi score-driven models
F Blasques, C Francq, S Laurent
Journal of Econometrics 234 (1), 251-275, 2023
Mandates: Netherlands Organisation for Scientific Research, Agence Nationale de la …
Unit root test with high-frequency data
S Laurent, S Shi
Econometric Theory 38 (1), 113-171, 2022
Mandates: Australian Research Council, Agence Nationale de la Recherche
DNA-binding mechanism and evolution of replication protein A
C Madru, M Martínez-Carranza, S Laurent, AC Alberti, M Chevreuil, ...
Nature Communications 14 (1), 2326, 2023
Mandates: Agence Nationale de la Recherche
Realized drift
S Laurent, R Renò, S Shi
Journal of Econometrics, 105813, 2024
Mandates: Agence Nationale de la Recherche
We modeled long memory with just one lag!
L Bauwens, G Chevillon, S Laurent
Journal of Econometrics 236 (1), 105467, 2023
Mandates: Agence Nationale de la Recherche
Interaction between pedestrians and automated vehicles: Perceived safety of yielding behaviors and benefits of an external human–machine interface for elderly people
T Bellet, S Laurent, JC Bornard, I Hoang, B Richard
Frontiers in psychology 13, 1021656, 2022
Mandates: European Commission
A new class of robust observation-driven models
F Blasques, C Francq, S Laurent
Tinbergen Institute Discussion Paper 2020-073/III, 2020
Mandates: Netherlands Organisation for Scientific Research, Agence Nationale de la …
Autoregressive conditional betas
F Blasques, C Francq, S Laurent
Journal of Econometrics 238 (2), 105630, 2024
Mandates: Netherlands Organisation for Scientific Research, Agence Nationale de la …
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
M Aloy, F Laly, S Laurent, C Lecourt
Recent Econometric Techniques for Macroeconomic and Financial Data, 229-264, 2021
Mandates: National Fund for Scientific Research, Belgium
The secretome of Thermococcus barophilus in the presence of carbohydrates and the potential role of the TrmBL4 regulator
M Batour, S Laurent, Y Moalic, H Chamieh, S Taha, M Jebbar
Environmental Microbiology Reports 15 (6), 530-544, 2023
Mandates: Agence Nationale de la Recherche
Interpretable Machine Learning Using Partial Linear Models
E Flachaire, S Hué, S Laurent, G Hacheme
Oxford Bulletin of Economics and Statistics 86 (3), 519-540, 2024
Mandates: Agence Nationale de la Recherche
Cooperation between two modes for DNA replication initiation in the archaeon Thermococcus barophilus
L Mc Teer, Y Moalic, V Cueff-Gauchard, R Catchpole, G Hogrel, Y Lu, ...
Mbio 15 (4), e03200-23, 2024
Mandates: Agence Nationale de la Recherche
A dual-experiment based on immersive simulation to study futures interactions between pedestrians and automated vehicles
T Bellet, S Laurent, I Hoang, B Richard, JC Bornard
30th Annual Congress of the European Association for Accident Research, 2022
Mandates: European Commission
Characterization of a small tRNA‐binding protein that interacts with the archaeal proteasome complex
G Hogrel, L Marino‐Puertas, S Laurent, Z Ibrahim, J Covès, E Girard, ...
Molecular Microbiology 118 (1-2), 16-29, 2022
Mandates: Agence Nationale de la Recherche
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