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Séries chronologiques et Analyse de Données, des images de synthèse pour répondre à la question : ex-post, la classification COB des SICAV est-elle pertinente?

Author

Listed:
  • Monique Le Guen

    (IOF - Institut Orléanais de Finance - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique)

Abstract

Dans les données d'enquêtes, les techniques d'analyse descriptives multidimensionnelles ont bouleversé l'enchaînement des méthodes traditionnelles.En appliquant ces techniques à des séries chronologiques de rentabilité des SICAV, nous avons pu révéler des formes stables montrant l'homogénéité des catégories de SICAV, analysées ex-post, et metttant en évidence la régularité des gestionnaires de SICAV.En complément, les anomalies de classement nous ont permis de repérer les SICAV au comportement atypique par rapport à leur catégorie d'origine.L'apport des techniques d'analyse de données a été de mettre en évidence une organisation qui ne pouvait être appréhendée par des techniques statistiques classiques.

Suggested Citation

  • Monique Le Guen, 1994. "Séries chronologiques et Analyse de Données, des images de synthèse pour répondre à la question : ex-post, la classification COB des SICAV est-elle pertinente?," Post-Print halshs-00288112, HAL.
    • Handle: RePEc:hal:journl:halshs-00288112
    as

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    Cited by:

    1. Monique Le Guen, 1995. "Statistique, Imagerie et Sciences Cognitives," Post-Print halshs-00288109, HAL.

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