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Modeling long-range dependence...
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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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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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8
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
Saved in:
9
L' efficience informationnelle des marchés financiers
Lardic, Sandrine
;
Mignon, Valérie
-
2006
Persistent link: https://www.econbiz.de/10003374140
Saved in:
10
Explaining the European exchange rates deviations : long memory or non-linear adjustment?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
- In:
Journal of international financial markets, …
18
(
2008
)
3
,
pp. 207-215
Persistent link: https://www.econbiz.de/10003710345
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