La vérification du CAPM et la théorie des promenades aléatoires. A propos d'une controverse
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- Robert Blattberg & Thomas Sargent, 2010.
"Regression With Non-Gaussian Stable Disturbances: Some Sampling Results,"
World Scientific Book Chapters,in: Perspectives On Promotion And Database Marketing The Collected Works of Robert C Blattberg, chapter 1, pages 7-16
World Scientific Publishing Co. Pte. Ltd..
- Blattberg, Robert & Sargent, Thomas J, 1971. "Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, Econometric Society, vol. 39(3), pages 501-510, May.
- Jean-Jacques Rosa, 1976. "Rentabilité, risque et équilibre à la Bourse de Paris," Revue Économique, Programme National Persée, vol. 27(4), pages 608-662.
- Kadiyala, Koteswara Rao, 1972. "Regression with Non-Gaussian Stable Disturbances: Some Sampling Results," Econometrica, Econometric Society, vol. 40(4), pages 719-722, July.
- Michel Mouillart, 1977. "La vérification du CAPM et la théorie des promenades aléatoires," Revue Économique, Programme National Persée, vol. 28(2), pages 286-290.
- Benoit Mandelbrot, 2015. "The Variation of Certain Speculative Prices," World Scientific Book Chapters,in: THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 3, pages 39-78 World Scientific Publishing Co. Pte. Ltd..
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