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 7 11 216
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 25 3 6 9 104
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 2 2 5 40
Earnings forecast bias - a statistical analysis 0 0 0 87 0 3 4 336
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 7 10 12 34
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 1 3 6 302
Fractional cointegration and term structure of interest rates 0 1 1 100 3 7 9 214
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 2 4 10 126
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 2 6 39
Modeling long-range dependence in European time-varying term premia 0 0 1 25 2 10 14 103
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 1 1 5 375
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 74 3 4 7 208
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 2 4 7 172
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 1 1 1 121 4 8 10 394
Total Working Papers 1 2 3 730 32 71 115 2,663


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 3 5 7 64
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 3 4 6 61
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 1 2 3 8 34
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 42 1 7 12 160
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 1 24 3 4 7 77
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 1 4 10 98 9 27 45 281
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 4 8 11 168
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 0 0 106 2 4 7 366
Fractional cointegration and the term structure 0 0 0 66 3 4 9 225
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 1 1 3 67 3 5 13 204
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 12 1 1 3 66
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 1 12 1 3 6 83
Oil prices and economic activity: An asymmetric cointegration approach 0 0 1 607 8 11 21 1,379
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 3 7 11 119
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 1 3 2 4 7 74
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 6 6 7 11 82
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 2 4 6 324
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 1 174 5 8 14 474
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 1 1 2 471 3 7 12 1,180
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 3 5 7 16
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 3 1 5 5 30
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 5 5 6 48
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 0 2 4 77
Total Journal Articles 3 7 21 1,872 73 142 244 5,665


Statistics updated 2026-02-12