//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Cahiers de recherche"
~person:"KHALAF, Lynda"
~person:"Pacurar, Maria"
~subject:"asymmetry"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Monte Carlo"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
asymmetry
Monte Carlo test
11
exact test
10
multivariate linear regression
8
diagnostics
7
CAPM
5
mean-variance efficiency
5
scification test
5
stable distribution
5
GARCH
4
bootstrap
4
specification test
4
kurtosis
3
non-normality
3
normality test
3
skewness
3
uniform linear hypothesis
3
uniform linear hythesis
3
variance ratio test
3
Fisher
2
Monte Carlo
2
Pearson
2
SURE
2
Student t
2
bootstra
2
capital asset pricing model
2
catal asset icing model
2
finite-same test
2
goodness-of-fit
2
induced test
2
linear regression
2
multinormality
2
multivariate normality
2
nonnormality
2
normal mixture
2
nuisance parameter
2
nuisance parameters
2
nuisance rameter
2
seemingly unrelated regressions
2
simultaneous inference
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
KHALAF, Lynda
Pacurar, Maria
BEAULIEU, Marie-Claude
2
DUFOUR, Jean-Marie
2
Institution
All
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Département de Sciences Économiques, Université de Montréal
1
Published in...
All
Cahiers de recherche
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude
;
DUFOUR, Jean-Marie
;
KHALAF, Lynda
-
Centre Interuniversitaire de Recherche en Économie …
-
2005
distributions without the use of large-sample approximations. The methods suggested are based on
Monte
Carlo
test techniques …
Persistent link: https://www.econbiz.de/10008671570
Saved in:
2
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude
;
DUFOUR, Jean-Marie
;
KHALAF, Lynda
-
Département de Sciences Économiques, Université de …
-
2005
distributions without the use of large-sample approximations. The methods suggested are based on
Monte
Carlo
test techniques …
Persistent link: https://www.econbiz.de/10005729882
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->