Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Fractional cointegration and term structure of interest rates
Lardic, S.; Mignon, V. - Théorie Économique, Modélisation, Application … - 2002
Persistent link: https://www.econbiz.de/10005328291
Cover Image
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
Cover Image
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
Cover Image
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