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Estimation of fractional error correction models : a methodological note
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436218
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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
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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/10003744727
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L' efficience informationnelle des marchés financiers
Lardic, Sandrine; Mignon, Valérie - 2006
Persistent link: https://www.econbiz.de/10003374140
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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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Term premium and long-range dependence in volatility : a FIGARCH-M estimation on some Asian countries
Lardic, Sandrine; Mignon, Valérie - In: Journal of emerging market finance 3 (2004) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002073269
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Non-linéarités sur les marchés financiers
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2004
Persistent link: https://www.econbiz.de/10002233732
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L' importance des non linéarités sur les marchés financiers : introduction générale
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 114 (2004) 4, pp. 439-451
Persistent link: https://www.econbiz.de/10002233735
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Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - In: Economics bulletin : EB (2003)
Persistent link: https://www.econbiz.de/10002489608
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Paradoxe de Deaton et habitudes de consommation : une analyse en termes de mémoire longue
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 115 (2005) 1, pp. 129-160
Persistent link: https://www.econbiz.de/10002623975