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Mignon, V.
12
Lardic, S.
9
Dufrenot, G.
4
Chaouachi, S.
1
Dubois, E.
1
Grimaud, E.
1
Latil, E.
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Mathieu, L.
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
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RePEc
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1
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size
Dubois, E.
;
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005341608
Saved in:
2
Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
Chaouachi, S.
;
Dufrenot, G.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005523798
Saved in:
3
Robert F. Engle etW.J. Granger : Prix Nobel d'économie 2003
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005523838
Saved in:
4
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005695683
Saved in:
5
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth
Lardic, S.
;
Mignon, V.
;
Murtin, F.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005695727
Saved in:
6
Real exchange rate misalignment in Hungary: a fractionally integrated threshold model
Dufrenot, G.
;
Grimaud, E.
;
Latil, E.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2003
Persistent link: https://www.econbiz.de/10005695731
Saved in:
7
Fractional cointegration and term structure of interest rates
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2002
Persistent link: https://www.econbiz.de/10005328291
Saved in:
8
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrenot, G.
;
Mathieu, L.
;
Mignon, V.
;
Peguin-Feissolle, A.
-
Théorie Économique, Modélisation, Application …
-
2002
Persistent link: https://www.econbiz.de/10005523751
Saved in:
9
Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2002
Persistent link: https://www.econbiz.de/10005523761
Saved in:
10
Modeling long-range dependence in European time-varying term premia
Lardic, S.
;
Mignon, V.
-
Théorie Économique, Modélisation, Application …
-
2002
Persistent link: https://www.econbiz.de/10005523794
Saved in:
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