Louis Bachelier On the centenary of Théorie de la Spéculation
Download full text from publisher
Other versions of this item:
- Jean-Michel Courtault & Yuri Kabanov & Bernard Bru & Pierre Crépel & Isabelle Lebon & Arnaud Le Marchand, 2000. "Louis Bachelier on the Centenary of "Théorie de la Spéculation"," Mathematical Finance, Wiley Blackwell, vol. 10(3), pages 339-353.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- María Ramos, 2014. "Context fractal market price policy," REVISTA DE ECONOMÍA Y ADMINISTRACIÓN, UNIVERSIDAD AUTÓNOMA DE OCCIDENTE, September.
- Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: II. Agent-based models," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1013-1041.
- Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: I. Empirical facts," Post-Print hal-00621058, HAL.
- Enrique Ter Horst & Abel Rodriguez & Henryk Gzyl & German Molina, 2012.
"Stochastic volatility models including open, close, high and low prices,"
Taylor & Francis Journals, vol. 12(2), pages 199-212, May.
- Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Stochastic Volatility Models Including Open, Close, High and Low Prices," Papers 0901.1315, arXiv.org.
- Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: I. Empirical facts," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 991-1012.
- Brandouy, Olivier & Delahaye, Jean-Paul & Ma, Lin & Zenil, Hector, 2014.
"Algorithmic complexity of financial motions,"
Research in International Business and Finance,
Elsevier, vol. 30(C), pages 336-347.
- O. Brandouy & Lin Ma & Hector Zenil & Jean-Paul Delahaye, 2012. "Algorithmic complexity of financial motions," Post-Print hal-00802537, HAL.
- Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017. "Investment in capital markets," MPRA Paper 77414, University Library of Munich, Germany.
- de Area Leão Pereira, Eder Johnson & da Silva, Marcus Fernandes & Pereira, H.B.B., 2017. "Econophysics: Past and present," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 251-261.
- Omar Rojas & Carlos Trejo-Pech, 2014. "Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets," Papers 1412.3126, arXiv.org.
- Helena NAFFA, 2009. "New thoughts on efficient markets," Proceedings of FIKUSZ '09,in: László Áron Kóczy (ed.), Proceedings of FIKUSZ '09, pages 139-145 Óbuda University, Keleti Faculty of Business and Management.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016. "Forecast in Capital Markets," MPRA Paper 72286, University Library of Munich, Germany.
- Omay, Nazli C. & Karadagli, Ece C., 2010. "Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach," MPRA Paper 27312, University Library of Munich, Germany.
- Alan Kirman, 2010. "The Economic Crisis is a Crisis for Economic Theory ," CESifo Economic Studies, CESifo, vol. 56(4), pages 498-535, December.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
- Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.
More about this item
KeywordsLouis Bachelier; Biography; History of sciences;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:halshs-00447592. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .
We have no references for this item. You can help adding them by using this form .