Narrow search
Showing 1 - 10 of 187
Cover Image
A smooth transition long-memory model
Aloy, Marcel; Dufrénot, Gilles; Lai-Tong, Charles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10009740335
Cover Image
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Cover Image
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10001857842
Cover Image
Modeling the volatility of the US S&P 500 index using an LSTGARCH model
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-465
Persistent link: https://www.econbiz.de/10002233739
Cover Image
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - 2010
Persistent link: https://www.econbiz.de/10003996351
Cover Image
Finite sample properties of tests for STGARCH models and application to the US stock returns
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Progress in financial markets research, (pp. 83-101). 2012
Persistent link: https://www.econbiz.de/10009678565
Cover Image
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 28 (2011) 5, pp. 2342-2357
Persistent link: https://www.econbiz.de/10009273473
Cover Image
Persistent misalignments of the European exchange rates : some evidence from non-linear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - In: Applied economics 38 (2006) 2, pp. 203-229
Persistent link: https://www.econbiz.de/10003292360
Cover Image
Which predictor is the best ot predict inflation in Europe : the real money-gap or a nominal money based indicator?
Dufrénot, Gilles; Joyeux, Roselyne; Péguin-Feissolle, Anne - 2006
Persistent link: https://www.econbiz.de/10003391538
Cover Image
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10003270564