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type:"article"
~person:"Dufour, Jean-Marie"
~subject:"Currency derivative"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
~subject:"Theorie"
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Dufour, Jean-Marie
Phillips, Peter C. B.
18
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12
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12
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11
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Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 398-410
Persistent link: https://www.econbiz.de/10003566050
Saved in:
2
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:
3
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:
4
Finite sample limited information inference methods for structural equations and models with generated regressors'
Dufour, Jean-Marie
;
Jasiak, Joann
- In:
International economic review
42
(
2001
)
3
,
pp. 815-843
Persistent link: https://www.econbiz.de/10001608492
Saved in:
5
Simulation-based finite sample normality tests in linear regressions
Dufour, Jean-Marie
(
contributor
)
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10001443687
Saved in:
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