Concepedia

Olivier Darné

OD

Statistics

Publications

43

Citations

2K

H-Index

24

Active since

2003

Affiliations

Nantes Université(Current)

Audencia Business School

Banque de France

Laboratoire d'Economie et de Management de Nantes Atlantique

Centre Nantais de Sociologie

Olivier Darné is an author at Nantes Université specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceEconometricsEconomic AnalysisStatisticsMacroeconomicsEngineeringFinancial EconomicsAsset Pricing

Publications per year

2003–2019

43

Publications

43

VARIANCE‐RATIO TESTS OF RANDOM WALK: AN OVERVIEW

Amélie Charles, Olivier Darné · Journal of Economic Surveys · 2009 · 164 citations · Full text

Empirical Finance, Economics, Multiple Vr Tests +15

Large shocks and the September 11th terrorist attacks on international stock markets

Amélie Charles, Olivier Darné · Economic Modelling · 2006 · 145 citations

Economics, Large Shocks, Financial Economics +10

Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates

Amélie Charles, Olivier Darné, Jae H. Kim · Journal of International Money and Finance · 2012 · 125 citations · Full text

Economics, International Finance, Exchange Rate Movement +6

Are disaggregate data useful for factor analysis in forecasting French GDP?

Karim Barhoumi, Olivier Darné, Laurent Ferrara · Journal of Forecasting · 2009 · 106 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +16

Small sample properties of alternative tests for martingale difference hypothesis

Amélie Charles, Olivier Darné, Jae Kim · Economics Letters · 2010 · 103 citations · Full text

Economics, Business, Econometrics +4

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