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Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt
Lardic, Sandrine; Mignon, Valérie - In: Finance : revue de l'Association Française de Finance 20 (1999) 1, pp. 91-114
Persistent link: https://www.econbiz.de/10001475134
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Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
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Fractional cointegration and term structure of interest rates
Lardic, Sandrine (contributor); Mignon, Valérie (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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Fractional cointegration and the term structure
Lardic, Sandrine; Mignon, Valérie - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 723-736
Persistent link: https://www.econbiz.de/10002478844
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Term premium and long-range dependence in volatility : a FIGARCH-M estimation on some Asian countries
Lardic, Sandrine; Mignon, Valérie - In: Journal of emerging market finance 3 (2004) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002073269