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Journal de la Société de Statistique de Paris
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ECONIS (ZBW)
66
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1
Modèles d'évaluation d'arbitrage ou d'équilibre : une comparaison APT et CAPM
Namur, Dominique
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 167-180
Persistent link: https://www.econbiz.de/10001330873
Saved in:
2
L'APT et la question du nombre de facteurs
Malécot, Jean-François
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 161-165
Persistent link: https://www.econbiz.de/10001330874
Saved in:
3
Le modèle d'évaluation par l'arbitrage, l'APT (arbitrage pricing
theory
)
Fontaine, Patrice
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 141-160
Persistent link: https://www.econbiz.de/10001330875
Saved in:
4
La représentation des marchés dans la modélisation probabiliste en finance
Geman, Hélyette
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001330876
Saved in:
5
Critique des processus de diffusion en finance : le cas des taux de change
Boutillier, Michel
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 113-122
Persistent link: https://www.econbiz.de/10001330877
Saved in:
6
Finance et processus de diffusion
Quittard-Pinon, François
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001330878
Saved in:
7
Une approche prospective des modèles ARCH
Avouyi-Dovi, Sanvi
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10001330879
Saved in:
8
L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
Saved in:
9
L'histoire de la finance moderne
Markowitz, Harry
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 13-33
Persistent link: https://www.econbiz.de/10001330882
Saved in:
10
La structure par terme des volatilités implicites d'options
Marteau, Didier
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
3
,
pp. 35-50
Persistent link: https://www.econbiz.de/10001139163
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