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Browsing « Cahiers scientifiques » by Author « Beaulieu, Marie-Claude »
Showing results 1 to 6 of 6
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions | | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2005-02 |
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| 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 |
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| 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 |
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| Identification-robust estimation and testing of the zero-beta CAPM | | Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda | | Issue Date : 2011-02 |
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| 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 |
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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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Showing results 1 to 6 of 6
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