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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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Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724109
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Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
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Fractional cointegration and term structure of interest rates
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
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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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Cointégration fractionnaire entre la consommation et le revenu
Lardic, Sandrine; Mignon, Valérie - In: Economie & prévision : EP (2003) 2, pp. 123-142
Persistent link: https://www.econbiz.de/10001836648
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Recent developments on exchange rates
Lardic, Sandrine (ed.); Mignon, Valérie (contributor) - 2004
Persistent link: https://www.econbiz.de/10001827477