CAPM | (1) |
GARCH | (1) |
Monte Carlo test | (1) |
[JEL:C12] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Hypothesis Testing | (1) |
[JEL:C12] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Tests d'hypothèses | (1) |
Más... |
1.
|
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach BEAULIEU, Marie-Claude - DUFOUR, Jean-Marie - KHALAF, Lynda
|