FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Beaulieu, Marie-Claude »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 1 to 7 of 7
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2005-02

Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude
Issue Date : 2003-03

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude
Issue Date : 2003-04

Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2011-02

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda; Kichian, Maral
Issue Date : 2011-02

Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum
Beaulieu, Marie-Claude; Cosset, Jean-Claude; Essaddam, Naceur
Issue Date : 2005-10

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda
Issue Date : 2002-11

Showing results 1 to 7 of 7

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2014