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L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent

Author

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  • M.CHIKHI
  • C.DIEBOLT

Abstract

Cet article vise à étudier, sur la période historique toute récente, l'efficience du marché boursier parisien. Nous testons sa forme faible en analysant la série des rendements de l'indice CAC40 par les méthodes non paramétriques et particulièrement celle du noyau. Ce faisant, notre approche prolonge la vision traditionnelle traitant des fluctuations cycliques observées sur ce marché.

Suggested Citation

  • M.Chikhi & C.Diebolt, 2006. "L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 34, pages 171-192, February.
    • Handle: RePEc:afc:ecosoc:y:2006:i:34:p:171-192
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