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Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?
Dufrenot, G.; Lardic, S.; Mignon, V.; Péguin-Feissolle, A. - Théorie Économique, Modélisation, Application … - 2003
Persistent link: https://www.econbiz.de/10005695747
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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
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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
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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
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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
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Fractional cointegration and term structure of interest rates
Lardic, S.; Mignon, V. - Théorie Économique, Modélisation, Application … - 2002
Persistent link: https://www.econbiz.de/10005328291
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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
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Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
Lardic, S.; Mignon, V. - Théorie Économique, Modélisation, Application … - 2002
Persistent link: https://www.econbiz.de/10005695723
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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
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Essai de mesure du <<degré>> de mémoire longue des séries. L'exemple de la modélisation ARFIMA
Lardic, S.; Mignon, V. - In: Economie appliquée : archives de l'Institut de … 50 (1997) 2, pp. 161
Persistent link: https://www.econbiz.de/10007931035