Mandelbrot and the stable Paretian hypothesis

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The random character of stock market prices
1. Verfasser:	Fama, Eugene F. (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1964
Schlagworte:
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Titel	Jahr	Verfasser
Stock-market "patterns" and financial analysis: Methodological suggestions	1964	Roberts, Harry Vivian
Risk aversion in the warrant markets	1964	Ayres, Herbert F.
Mandelbrot and the stable Paretian hypothesis	1964	Fama, Eugene F.
Brownian motion in the stock market	1964	Osborne, M. F. M.
Periodic structure in the Brownian motion of stock prices	1964	Osborne, M. F. M.
Measurement of a random process in futures prices	1964	Larson, Arnold B.
Introduction to the option contract	1964	Kruizenga, Richard J.
Price movements in speculative markets : trends or random walks	1964	Alexander, Sidney S.
Spectral analysis of New York stock market prices	1964	Granger, Clive W. J.
The variation of certain speculative prices	1964	Mandelbrot, Benoit
A test of nonrandomness in stock price changes	1964	Steiger, William
Origins and justification of the random walk theory	1964	Cootner, Paul H.
Stock prices : Random vs. systematic changes	1964	Cootner, Paul H.
Theory of speculation	1964	Bachelier, Louis
Some evidence of the profitability of trading in put and call options	1964	Boness, A. James
Some characteristics of changes in common stock prices	1964	Moore, Arnold B.
Profit returns from purchasing puts and calls	1964	Kruizenga, Richard J.
Warrant prices as indicators of expectations and preferences	1964	Sprenkle, Case M.
Note on the correlation of first differences of averages in a random chain	1964	Working, Holbrook
The analysis of economic time-series : P.1: Prices	1964	Kendall, Maurice George