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71
Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt
Lardic, Sandrine
;
Mignon, Valérie
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10009918834
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72
Rational stock price bubbles : is there any international evidence?
Lardic, Sandrine
;
Mpacko Priso, Auguste
- In:
Finance India : the quarterly journal of Indian …
18
(
2004
),
pp. 559-576
Persistent link: https://www.econbiz.de/10009920585
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73
Fractional cointegration and the term structure
Lardic, Sandrine
;
Mignon, Valérie
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
4
,
pp. 723-736
Persistent link: https://www.econbiz.de/10006241003
Saved in:
74
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
Dubois, Emmanuel
;
Lardic, Sandrine
;
Mignon, Valérie
- In:
Computational economics
24
(
2004
)
3
,
pp. 239-256
Persistent link: https://www.econbiz.de/10007027082
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75
Estimation des modèles à correction d'erreur fractionnaires : une note méthodologique
Lardic, Sandrine
;
Mignon, Valérie
;
Murtin, Fabrice
- In:
Journal de la Société Française de Statistique
146
(
2005
)
4
,
pp. 55-68
Persistent link: https://www.econbiz.de/10007226066
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76
Oil prices and economic activity: An asymmetric cointegration approach
Lardic, Sandrine
;
Mignon, Valérie
- In:
Energy economics
30
(
2008
)
3
,
pp. 847-855
Persistent link: https://www.econbiz.de/10007917068
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77
Économie des marchés financiers - Une comparaison des prévisions des experts à celles issues des modèles BVAR
Lardic, Sandrine
;
Mpacko Priso, Auguste
- In:
Economie & prévision : EP
(
1999
)
140-141
,
pp. 161-180
Persistent link: https://www.econbiz.de/10007922703
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78
ARFIMA Predictions of Foreign Exchange Rates : Does one Still Exhort to Naive Forecasts
Lardic, Sandrine
;
Mignon, Valérie
- In:
Annales d'économie et de statistique
(
1999
)
54
,
pp. 47-68
Persistent link: https://www.econbiz.de/10007923942
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79
Non Stationnarity, Time Series Memory and Hysteresis
Lardic, Sandrine
- In:
Revue d'économie politique
106
(
1996
)
3
,
pp. 417-450
Persistent link: https://www.econbiz.de/10007932749
Saved in:
80
Les tests de mémoire longue appartiennent-ils au << camp du démon >>?
Lardic, Sandrine
;
Mignon, Valérie
- In:
Revue économique
47
(
1996
)
3
,
pp. 531-540
Persistent link: https://www.econbiz.de/10007933411
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