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 1 1 10 219
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 0 0 9 107
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 1 1 4 42
Earnings forecast bias - a statistical analysis 0 0 0 87 1 1 6 339
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 0 0 11 35
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 3 4 10 309
Fractional cointegration and term structure of interest rates 0 0 1 100 0 0 8 215
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 0 0 9 131
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 2 9 46
Modeling long-range dependence in European time-varying term premia 0 0 0 25 2 3 17 110
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 2 4 9 383
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 1 1 12 216
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 1 1 7 175
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 1 121 3 3 19 405
Total Working Papers 0 0 2 730 16 21 140 2,732


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 1 4 1 3 16 75
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 3 4 9 40
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 2 2 7 64
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 1 1 9 162
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 0 24 1 1 7 80
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 0 0 9 103 2 6 52 306
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 1 1 15 175
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 1 1 9 371
Fractional cointegration and the term structure 0 0 0 66 4 4 10 231
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 0 1 67 1 5 14 213
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 4 5 9 74
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 0 607 0 1 31 1,399
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 3 4 6 77
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 0 1 15 1 2 14 126
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 0 3 2 2 8 78
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 1 1 1 7 3 3 12 87
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 0 1 7 327
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 3 177 2 2 19 485
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 0 0 1 471 1 5 17 1,190
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 3 3 14 25
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 3 3 13 38
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 1 1 12 55
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 3 3 7 82
Total Journal Articles 1 1 17 1,882 43 63 320 5,843


Statistics updated 2026-11-12