Journal articles (2000), Bankers, Markets and Investors, pp. 57-62
Les rentabilités des actifs financiers
The notion of "returns" is fundamental in finance. This article defines how returns should be computed and explains the main stochastic properties of stock returns. It is focused on conditional volatilities and serial dependence.
AFTALION, F. (2000). Les rentabilités des actifs financiers. Bankers, Markets and Investors, pp. 57-62.
