A Selected Bibliography of Publications by, and about, Benoˆıt ...

REFERENCES 128
et al., editors, Critical Review of Thermodynamics, pages 230–
232. Mono Book, Baltimore, MD, USA, 1970. LCCN ????
Mandelbrot:1970:SDP
[Man70b] Benoît Mandelbrot. Statistical dependence in prices and interest
rates. In ????, editor, Papers of the Second World Congress of
the Econometric Society, Cambridge, England (8–14 Sept. 1970),
page ?? Econometric Society, Cambridge, UK, 1970. LCCN ????
Proceedings published in Econometrica 39(4) 1–266 (1970).
Mandelbrot:1970:SSS
[Man70c] Benoît Mandelbrot. Statistical self similarity and very erratic
chance fluctuations. Trumbull Lectures, Yale University., 1970.
Mandelbrot:1971:FFG
[Man71a] Benoît Mandelbrot. A fast fractional Gaussian noise generator.
Water Resources Research, 7(??):543–553, ???? 1971. CODEN
WRERAQ. ISSN 0043-1397 (print), 1944-7973 (electronic).
Mandelbrot:1971:LRN
[Man71b] Benoît Mandelbrot. Linear regression with non-normal error
terms: a comment. Review of Economics and Statistics, 53(2):
205–206, May 1971. CODEN RECSA9. ISSN 0034-6535 (print),
1530-9142 (electronic).
1925721.
URL http://www.jstor.org/stable/
Mandelbrot:1971:WCP
[Man71c] Benoît B. Mandelbrot. When can price be arbitraged efficiently?
A limit to the validity of the random walk and martingale models.
Review of Economics and Statistics, 53(3):225–236, August
1971. CODEN RECSA9. ISSN 0034-6535 (print), 1530-9142
(electronic). URL http://www.jstor.org/stable/1937966.
Mandelbrot:1972:BLP
[Man72a] Benoît Mandelbrot. Broken line process derived as an approximation
to fractional noise. Water Resources Research, 8(??):
1354–1356, ???? 1972. CODEN WRERAQ. ISSN 0043-1397
(print), 1944-7973 (electronic).
Mandelbrot:1972:SMN
[Man72b] Benoît Mandelbrot. Statistical methodology for nonperiodic cycles:
from the covariance to the R/S analysis. Annals of Eco-