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Browsing « Cahiers scientifiques » by Author « Beaulieu, Marie-Claude »
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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 4 to 6 of 6
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