//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modelling the misalignement of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cointegration
4
Kointegration
4
Theorie
4
Theory
4
Kaufkraftparität
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Purchasing power parity
3
Yield curve
3
Zinsstruktur
3
1979-1999
2
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
EU countries
2
EU-Staaten
2
Exchange rate
2
France
2
Frankreich
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Volatility
2
Volatilität
2
Wechselkurs
2
1957-2002
1
1992-2000
1
1995-1999
1
Aktienindex
1
Asia
1
Asien
1
Börsenkurs
1
C. W. J. Granger
1
Deutschland
1
Economic transition
1
Economists
1
Estimation theory
1
Germany
1
Großbritannien
1
Hungary
1
more ...
less ...
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
9
French
3
Author
All
Mignon, Valérie
12
Lardic, Sandrine
9
Dufrénot, Gilles
4
Mathieu, Laurent
2
Péguin-Feissolle, Anne
2
Chaouachi, Slim
1
Dubois, Emmanuel
1
Grimaud, Elisabeth
1
Latil, Eugénie
1
Murtin, Fabrice
1
more ...
less ...
Institution
All
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
561
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
1
Published in...
All
Documents de travail / THEMA
12
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim
(
contributor
);
Dufrénot, Gilles
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760388
Saved in:
2
Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
Saved in:
3
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
4
Real exchange rate misalignment in Hungary : a fractionally integrated threshold model
Dufrénot, Gilles
;
Grimaud, Elisabeth
;
Latil, Eugénie
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760404
Saved in:
5
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
6
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
7
Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907185
Saved in:
8
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724109
Saved in:
9
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
10
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->