Approche des « Amériques noires »
نویسندگان
چکیده
منابع مشابه
Approche des Valeurs Extrêmes dans la Modélisation des Séries Financières
Résumé. Dans les années 60, les travaux de Mandelbrot sur les fluctuations boursières montrèrent que le modèle gaussien ne convenait pas pour décrire les rendements d’actifs. Mandelbrot (1963) puis Fama (1965) proposèrent la distribution Lévy-stable, dont les propriétés sont très proches de celles des distributions empiriques à queues lourdes, comme alternative pour modéliser les séries financi...
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ژورنال
عنوان ژورنال: Cahiers d'études africaines
سال: 2010
ISSN: 0008-0055,1777-5353
DOI: 10.4000/etudesafricaines.16309