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Browsing by Author « Beaulieu, Marie-Claude »

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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

 

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