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Browsing by Author « Dufour, Jean-Marie »
Showing results 37 to 39 of 39
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects | Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; Genest, Ian | Issue Date : 2001 |
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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 |
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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression | Dufour, Jean-Marie; Farhat, Abdeljelil; Khalaf, Lynda | Issue Date : 2005-02 |
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Showing results 37 to 39 of 39
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