La mémoire longue en économie : discussion et commentaires

Sandrine Lardic; Valérie Mignon

Journal de la société française de statistique (1999)

  • Volume: 140, Issue: 2, page 103-108
  • ISSN: 1962-5197

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Lardic, Sandrine, and Mignon, Valérie. "La mémoire longue en économie : discussion et commentaires." Journal de la société française de statistique 140.2 (1999): 103-108. <http://eudml.org/doc/199225>.

@article{Lardic1999,
author = {Lardic, Sandrine, Mignon, Valérie},
journal = {Journal de la société française de statistique},
language = {fre},
number = {2},
pages = {103-108},
publisher = {Société française de statistique},
title = {La mémoire longue en économie : discussion et commentaires},
url = {http://eudml.org/doc/199225},
volume = {140},
year = {1999},
}

TY - JOUR
AU - Lardic, Sandrine
AU - Mignon, Valérie
TI - La mémoire longue en économie : discussion et commentaires
JO - Journal de la société française de statistique
PY - 1999
PB - Société française de statistique
VL - 140
IS - 2
SP - 103
EP - 108
LA - fre
UR - http://eudml.org/doc/199225
ER -

References

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  3. DUFRENOT G. et MIGNON V. (2000), " La cointégration non linéaire : une note méthodologique", Document de travail ERUDITE, Université Paris XII. 
  4. FAMA E.F. (1965), " The Behavior of Stock Market Prices", Journal of Business, Vol. 38, n° 1, pp. 31-105. 
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  8. GRANGER C.W.J. (1980), " Long Memory Relationships and the Aggregation of Dynamic Models", Journal of Econometrics, Vol. 14, pp. 227-238. Zbl0466.62108MR597259
  9. GRANGER C.W.J. (1988), " Models that Generate Trends", Journal of Time Series Analysis, Vol. 9, n° 4, pp. 329-343. Zbl0669.93070MR995611
  10. GRANGER C.W.J. (1995), " Modelling Nonlinear Relationships Between Extended-Memory Variables", Econometrica, Vol. 63, n° 2, pp. 265-279. Zbl0826.90022MR1323523
  11. GRANGER C.W.J. et HALLMAN J. (1991), " Long Memory Series with Attractors", Oxford Bulletin of Economics and Statistics, Vol. 53, n° 1, pp. 11-26. Zbl0721.62088
  12. GRANGER C.W.J. et TERÄSVIRTA T. (1993), Modeling Nonlinear Economic Relationships, Oxford University Press. Zbl0893.90030
  13. LARDIC S. et MIGNON V. (1996) " Les tests de mémoire longue appartiennent-ils au "camp du démon" ?", Revue Economique, Vol. 47, n° 3, pp. 531-540. 
  14. LARDIC S. et MIGNON V. (1997) " Essai de mesure du degré de mémoire longue des séries. L'exemple de la modélisation ARFIMA", Economie Appliquée, n° 2, pp. 161-195. 
  15. LARDIC S., MIGNON V. et MPACKO-PRISO A. (1995), " L'efficience informationnelle des marchés financiers", Document de travail MODEM, Université Paris X-Nanterre. 
  16. LO A.W. et McKlNLAY C. (1988), " Stock Market Prices Do not Follow Random Walks : Evidence from a Single Specification Test", Review of Financial Studies, Vol. 1, pp. 41-66. 

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