Valerie Mignon University of Paris Ouest- Nanterre La Defense - EconomiX-CNRS   200 avenue de la Republique Nanterre, 92001 France   Valerie.Mignon@u-paris10.fr     Biographical Sketch: Valerie Mignon is Professor of Economics at the University of Paris Ouest - Nanterre (France). She is also member of the EconomiX-CNRS research group. She carries on research concerning applied econometrics in the fields of financial markets (exchange rates, stock indexes, …) and macroeconomics. Her research centers concern mainly long-term memory processes and non-linear econometrics.   Primary Research Focus: econometrics, financial markets, macroeconomics   JEL Areas: C2 : Single Equation Models; Single Variables: General G1 : General Financial Markets: General (includes Measurement and Data)