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Olivier Darne
Olivier Darne
Professor in Economics, LEMNA, University of Nantes
Verified email at univ-nantes.fr
Title
Cited by
Cited by
Year
Variance‐ratio tests of random walk: an overview
A Charles, O Darné
Journal of economic surveys 23 (3), 503-527, 2009
2722009
Large shocks and the September 11th terrorist attacks on international stock markets
A Charles, O Darné
Economic Modelling 23 (4), 683-698, 2006
1992006
Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates
A Charles, O Darné, JH Kim
Journal of International Money and Finance 31 (6), 1607-1626, 2012
1542012
Are disaggregate data useful for factor analysis in forecasting French GDP?
K Barhoumi, O Darné, L Ferrara
Journal of Forecasting 29 (1‐2), 132-144, 2010
1372010
Outliers and GARCH models in financial data
A Charles, O Darné
Economics Letters 86 (3), 347-352, 2005
1302005
Small sample properties of alternative tests for martingale difference hypothesis
A Charles, O Darné, JH Kim
Economics Letters 110 (2), 151-154, 2011
1272011
Unit roots and infrequent large shocks: New international evidence on output
O Darné, C Diebolt
Journal of Monetary Economics 51 (7), 1449-1465, 2004
1232004
Volatility persistence in crude oil markets
A Charles, O Darné
Energy policy 65, 729-742, 2014
1152014
The efficiency of the crude oil markets: Evidence from variance ratio tests
A Charles, O Darné
Energy Policy 37 (11), 4267-4272, 2009
1092009
The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests
A Charles, O Darné
Economic Systems 33 (2), 117-126, 2009
1082009
Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013
A Charles, O Darné
Journal of Banking & Finance 43, 188-199, 2014
1022014
Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes
A Charles, O Darné, A Pop
Research in International Business and Finance 35, 33-56, 2015
952015
Volatility estimation for Bitcoin: Replication and robustness
A Charles, O Darné
International Economics 157, 23-32, 2019
932019
Will precious metals shine? A market efficiency perspective
A Charles, O Darné, JH Kim
International Review of Financial Analysis 41, 284-291, 2015
892015
Market efficiency in the European carbon markets
A Charles, O Darné, J Fouilloux
Energy policy 60, 785-792, 2013
812013
Forecasting crude-oil market volatility: Further evidence with jumps
A Charles, O Darné
Energy Economics 67, 508-519, 2017
772017
Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator
A Charles, O Darné, F Tripier
Applied Economics 50 (10), 1093-1107, 2018
682018
Effective treatment of anal cancer in the elderly with low-dose chemoradiotherapy
N Charnley, A Choudhury, P Chesser, RA Cooper, D Sebag-Montefiore
British journal of cancer 92 (7), 1221-1225, 2005
642005
Environmental Kuznets curve and ecological footprint: a time series analysis
MS Hervieux, O Darné
622013
Monthly GDP forecasting using bridge models: Application for the French economy
K Barhoumi, O Darné, L Ferrara, B Pluyaud
Bulletin of Economic Research 64, s53-s70, 2012
592012
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