Access Statistics for sandrine Lardic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français 0 0 0 66 0 6 11 216
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 0 4 9 104
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 0 2 5 40
Earnings forecast bias - a statistical analysis 0 0 0 87 0 1 4 336
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 1 10 13 35
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 1 3 7 303
Fractional cointegration and term structure of interest rates 0 0 1 100 0 5 9 214
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 1 4 11 127
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 2 7 40
Modeling long-range dependence in European time-varying term premia 0 0 1 25 0 4 14 103
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 0 1 5 375
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 1 5 8 209
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 0 4 6 172
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 1 1 121 1 9 11 395
Total Working Papers 0 1 3 730 6 60 120 2,669


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 3 0 3 7 64
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 0 4 6 61
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 0 2 8 34
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 1 6 13 161
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 1 24 0 4 6 77
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 1 4 10 99 2 24 46 283
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 2 10 13 170
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 2 6 8 368
Fractional cointegration and the term structure 0 0 0 66 0 3 9 225
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 1 3 67 0 5 13 204
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 1 2 4 67
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 1 12 0 2 6 83
Oil prices and economic activity: An asymmetric cointegration approach 0 0 1 607 9 17 29 1,388
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 0 2 6 73
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 1 1 15 0 7 9 119
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 1 3 1 4 8 75
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 6 0 6 11 82
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 0 3 6 324
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 1 1 2 175 3 10 16 477
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 0 1 2 471 0 6 12 1,180
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 1 4 6 31
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 2 6 9 18
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 0 5 6 48
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 0 1 4 77
Total Journal Articles 2 8 22 1,874 24 142 261 5,689


Statistics updated 2026-03-04