La mémoire longue en économie : discussion et commentaires

Pierre Bertrand

Journal de la société française de statistique (1999)

  • Volume: 140, Issue: 2, page 55-60
  • ISSN: 1962-5197

How to cite

top

Bertrand, Pierre. "La mémoire longue en économie : discussion et commentaires." Journal de la société française de statistique 140.2 (1999): 55-60. <http://eudml.org/doc/199751>.

@article{Bertrand1999,
author = {Bertrand, Pierre},
journal = {Journal de la société française de statistique},
language = {fre},
number = {2},
pages = {55-60},
publisher = {Société française de statistique},
title = {La mémoire longue en économie : discussion et commentaires},
url = {http://eudml.org/doc/199751},
volume = {140},
year = {1999},
}

TY - JOUR
AU - Bertrand, Pierre
TI - La mémoire longue en économie : discussion et commentaires
JO - Journal de la société française de statistique
PY - 1999
PB - Société française de statistique
VL - 140
IS - 2
SP - 55
EP - 60
LA - fre
UR - http://eudml.org/doc/199751
ER -

References

top
  1. [1] AYACHE A., COHEN S. and LÉVY-VEHEL J., " The covariance structure of multifractional Brownian motion, with application to long range dependence", Proceedings of ICASSP Istambul (2000). 
  2. [2] BERAN J., Statistics for Long Memory Processes, Chapman & Hall, (1994). Zbl0869.60045MR1304490
  3. [3] COHEN S., « Champs localement auto-similaires», in Fractals et loi d'échelles, ed. P.Abry, P. Goncalvès, J. Lévy-Vehel, Hermès, Paris (2000). 
  4. [4] DELBAEN F. and SCHACHERMAYER W., " A general version of the fundamental theorem of asset pricing", Math. Annals, p. 463-520 (1994). Zbl0865.90014MR1304434
  5. [5] KARATZAS I. and SHREVE S.E., Methods of Mathematical Finance, Springer Verlag (1998). Zbl0941.91032MR1640352
  6. [6] LARDIC S. et MIGNON V., « la mémoire longue en économie : une revue de la littérature», Journal de la Société Française de Statistique, 140, 2, p. 5-48 (1999). 
  7. [7] MANDELBROT B., and VAN NESS J.W., " Fractional Brownian motion, fractional noises and applications", SIAM review 10, p. 422-437 (1968). Zbl0179.47801MR242239
  8. [8] ROGERS L.C.G., " Arbitrage with fractional Brownian motion", Mathematical Finance, vol. 7, n° 1, (1997) pp. 95-105. Zbl0884.90045MR1434408
  9. [9] SAMORODNITSKY G. and TAQQU M. S., Stable non Gaussian Random Processes, Chapman & Hall (1994). Zbl0925.60027MR1280932
  10. [10] WILLINGER W., TAQQU M.S., TEVEROVSKY V., " Stock market price and longrange dependence", Finance and Stochastics, 1999, n° 1, pp. 1-14. Zbl0924.90029

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.