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 5 7 10 215
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 1 4 6 101
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 0 1 3 38
Earnings forecast bias - a statistical analysis 0 0 0 87 1 3 4 336
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 2 3 5 27
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 1 2 5 301
Fractional cointegration and term structure of interest rates 0 1 1 100 2 4 6 211
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 1 4 8 124
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 0 3 5 38
Modeling long-range dependence in European time-varying term premia 0 0 1 25 2 9 12 101
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 0 3 4 374
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 1 2 4 205
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 2 3 5 170
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 0 120 4 4 6 390
Total Working Papers 0 1 2 729 22 52 83 2,631


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 4 61
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 0 3 6 32
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 1 2 3 58
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 4 9 11 159
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 1 24 1 1 4 74
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 2 3 9 97 13 22 36 272
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 4 5 7 164
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 2 2 5 364
Fractional cointegration and the term structure 0 0 0 66 0 3 6 222
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 1 2 66 2 4 10 201
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 0 0 2 65
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 1 12 1 2 5 82
Oil prices and economic activity: An asymmetric cointegration approach 0 0 2 607 0 3 17 1,371
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 2 4 6 73
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 1 1 1 15 4 5 8 116
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 1 3 1 2 5 72
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 6 0 2 5 76
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 1 3 4 322
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 1 1 174 2 5 9 469
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 0 0 1 470 3 4 9 1,177
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 2 4 4 29
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 1 3 4 13
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 0 0 1 43
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 1 2 4 77
Total Journal Articles 3 6 19 1,869 45 93 175 5,592


Statistics updated 2026-01-09