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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Khalaf, Lynda"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
Portfolio selection
Statistical test
Theorie
7
Theory
7
Statistischer Test
5
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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1962-2000
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ARCH-Modell
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Asset pricing
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Induktive Statistik
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Mimicking portfolios
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Khalaf, Lynda
Phillips, Peter C. B.
17
Xiao, Zhijie
9
Yu, Jun
9
Koop, Gary
8
Linton, Oliver
8
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Hallin, Marc
6
Mariano, Roberto S.
6
Taylor, Robert
6
Teräsvirta, Timo
6
Whang, Yoon-jae
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Dufour, Jean-Marie
5
Ferson, Wayne E.
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Velasco, Carlos
5
Bai, Jushan
4
Barigozzi, Matteo
4
Brennan, Michael J.
4
Chen, Rong
4
Fan, Jianqing
4
Fan, Yanqin
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Green, Richard C.
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Liao, Yuan
4
Ng, Serena
4
Perron, Benoit
4
Pesaran, M. Hashem
4
Renault, Eric
4
Sentana, Enrique
4
Stambaugh, Robert F.
4
Timmermann, Allan
4
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Cahier / Département de Sciences Économiques, Université de Montréal
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Econometric reviews
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
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Les cahiers de recherche / Université Laval, Département d'Economique
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
2
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
3
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
4
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
5
Simulation based finite and large sample tests in multivariate regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
111
(
2002
)
2
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001715751
Saved in:
6
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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