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 0 0 10 218
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 0 1 10 107
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 0 0 4 41
Earnings forecast bias - a statistical analysis 0 0 0 87 0 0 5 338
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 1 1 7 306
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 2 11 131
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 1 10 45
Modeling long-range dependence in European time-varying term premia 0 0 0 25 0 0 15 107
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 2 2 10 381
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 0 0 12 215
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 0 0 7 174
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 1 121 0 0 16 402
Total Working Papers 0 0 2 730 4 7 136 2,715

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 2 4 17 74
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 0 0 6 62
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 0 0 7 36
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 0 0 11 161
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 0 24 0 1 6 79
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 0 1 11 103 3 10 55 303
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 0 2 15 174
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 0 0 9 370
Fractional cointegration and the term structure 0 0 0 66 0 1 8 227
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 0 2 67 1 1 12 209
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 0 0 4 69
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 1 2 31 1,399
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 0 0 4 73
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 0 1 15 0 1 13 124
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 1 3 0 0 7 76
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 6 0 0 10 84
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 1 1 8 327
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 1 4 177 0 1 19 483
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 0 0 1 471 0 1 13 1,185
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 0 2 12 22
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 0 0 10 35
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 0 2 11 54
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 0 1 4 79
Total Journal Articles 0 2 21 1,881 8 30 295 5,788

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Statistics updated 2026-09-10