Access Statistics for sandrine Lardic

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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 1 1 10 217
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 2 2 11 106
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 1 1 4 41
Earnings forecast bias - a statistical analysis 0 0 0 87 1 1 5 337
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 0 1 11 35
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 2 3 7 305
Fractional cointegration and term structure of interest rates 0 0 1 100 0 0 8 214
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 1 3 11 129
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 3 4 8 43
Modeling long-range dependence in European time-varying term premia 0 0 1 25 2 3 15 106
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 3 3 7 378
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 6 7 12 215
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 2 2 7 174
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 1 121 5 7 16 401
Total Working Papers 0 0 3 730 29 38 132 2,701

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 5 5 12 69
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 1 1 6 62
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 1 2 8 36
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 0 1 12 161
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 0 24 1 1 6 78
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 2 4 11 102 3 9 49 290
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 1 4 13 172
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 1 4 10 370
Fractional cointegration and the term structure 0 0 0 66 1 1 8 226
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 0 2 67 2 3 14 207
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 1 2 3 68
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 0 12 0 0 3 83
Oil prices and economic activity: An asymmetric cointegration approach 0 0 1 607 2 17 35 1,396
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 0 0 5 73
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 0 1 15 1 2 11 121
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 1 3 0 2 7 76
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 6 0 2 11 84
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 2 2 7 326
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 1 2 3 176 2 7 19 481
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 0 0 2 471 3 4 14 1,184
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 3 4 9 34
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 1 3 9 19
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 4 4 10 52
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 0 0 3 77
Total Journal Articles 3 6 21 1,878 35 80 284 5,745

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Statistics updated 2026-05-06