Fordham University            The Jesuit University of New York
 


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JEROME LAHAYE




Dr. Lahaye received his PhD in Economics from Académie Louvain (University of Louvain-la-Neuve and Namur). His research interests are in applied econometrics (non-parametric and parametric), volatility estimation, state-space models, particle filters, international economics and finance, asset price distribution dynamics, and macro news impact on asset prices.

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