Peut-on prédire l'évolution des marchés d'actions à partir des cours et des dividendes passés ? (tests de marche au hasard et de co-intégration)

Patrice Fontaine

Journal de la société française de statistique (1990)

  • Volume: 131, Issue: 1, page 16-36
  • ISSN: 1962-5197

How to cite

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Fontaine, Patrice. "Peut-on prédire l'évolution des marchés d'actions à partir des cours et des dividendes passés ? (tests de marche au hasard et de co-intégration)." Journal de la société française de statistique 131.1 (1990): 16-36. <http://eudml.org/doc/199429>.

@article{Fontaine1990,
author = {Fontaine, Patrice},
journal = {Journal de la société française de statistique},
language = {fre},
number = {1},
pages = {16-36},
publisher = {Société de statistique de Paris},
title = {Peut-on prédire l'évolution des marchés d'actions à partir des cours et des dividendes passés ? (tests de marche au hasard et de co-intégration)},
url = {http://eudml.org/doc/199429},
volume = {131},
year = {1990},
}

TY - JOUR
AU - Fontaine, Patrice
TI - Peut-on prédire l'évolution des marchés d'actions à partir des cours et des dividendes passés ? (tests de marche au hasard et de co-intégration)
JO - Journal de la société française de statistique
PY - 1990
PB - Société de statistique de Paris
VL - 131
IS - 1
SP - 16
EP - 36
LA - fre
UR - http://eudml.org/doc/199429
ER -

References

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Citations in EuDML Documents

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  1. Jean-Jacques Lilti, Les apports de la coïntégration aux tests d'efficience
  2. Nadine de La Pallière, La coïntégration et l'efficience du marché à terme des contrats Pibor 3 mois
  3. Roger Léopold Njiki, Coïntégration et test d'efficience sur les marchés dérivés
  4. Auguste Mpacko Priso, Efficience du marché boursier new-yorkais. Une analyse à partir de la théorie de la cointégration
  5. Jean-Jacques Lilti, Dépendance de durée et tests de bulles spéculatives
  6. Monique Le Guen, 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 ?

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