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A fractionally integrated expo...
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Péguin-Feissolle, Anne
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Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel
;
Boutahar, Mohamed
;
Gente, Karine
; …
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
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2
Purchasing power parity and the long memory properties of real exchange rates : does one size fit all?
Aloy, Marcel
;
Boutahar, Mohamed
;
Gente, Karine
; …
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1279-1290
Persistent link: https://www.econbiz.de/10009272177
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3
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
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4
Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels
Caulet, Renaud
;
Péguin-Feissolle, Anne
- In:
Annales d'économie et de statistique
(
2000
),
pp. 177-197
Persistent link: https://www.econbiz.de/10001536355
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5
A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne
- In:
Economics letters
63
(
1999
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
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6
Optimal trade policy under oligopoly : a celibrated model of the Euro-Japan rivalry in the EEC car market
Laussel, Didier
- In:
European economic review : EER
32
(
1988
)
7
,
pp. 1419-1568
Persistent link: https://www.econbiz.de/10001269531
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7
Protection tarifaire, brevets, et diffusion internationale de la connaissance : croissance et dynamique de court terme aux Etats-Unis de 1889 à 1985
Péguin-Feissolle, Anne
- In:
Revue économique : revue bimestrielle
44
(
1993
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001331058
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8
Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles
;
Lardic, Sandrine
;
Mathieu, Laurent
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
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9
Bayesian estimation and forecasting in non-linear models : application to an LSTAR model
Péguin-Feissolle, Anne
- In:
Economics letters
46
(
1994
)
3
,
pp. 187-194
Persistent link: https://www.econbiz.de/10001172375
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10
Prévision bayésienne et structure par terme des taux d'intérêt
Bisière, Christophe
- In:
Revue économique : revue bimestrielle
41
(
1990
)
5
,
pp. 817-837
Persistent link: https://www.econbiz.de/10001095395
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