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When can price be arbitraged efficiently? : a limit to the validity of the random walk and martingale models
Mandelbrot, Benoit B. - In: The review of economics and statistics 53 (1971) 3, pp. 225-236
Persistent link: https://www.econbiz.de/10002431598
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Linear regression with non-normal error terms : a comment
Mandelbrot, Benoit - In: The review of economics and statistics 53 (1971) 2, pp. 205-206
Persistent link: https://www.econbiz.de/10002431445
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Linear regression with non-normal error terms : a comment
Sims, Christopher A.; Mandelbrot, Benoit - In: The review of economics and statistics 53 (1971) 2, pp. 204-205
Persistent link: https://www.econbiz.de/10002815413