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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 - 2003
Persistent link: https://www.econbiz.de/10009605976
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New developments in time series econometrics
Dufour, Jean-Marie (contributor) - 1994
Persistent link: https://www.econbiz.de/10004184760
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Recent developments in the econometrics of structural change
Dufour, Jean-Marie (contributor);  … - In: Journal of econometrics 70,1 : Annals of econometrics (1996)
Persistent link: https://www.econbiz.de/10004258178
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Exact tests and confidence sets for the tail coefficient of alpha-stable distributions
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - 2003
Persistent link: https://www.econbiz.de/10004410932
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Government assistance to export financing : (a study prepared for the Economic Council of Canada)
Raynauld, André; Dufour, Jean-Marie; Racette, Daniel - 1983
Persistent link: https://www.econbiz.de/10004737375
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Special issue: heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot
Dufour, Jean-Marie (contributor) - In: Journal of empirical finance 17,2 (2010)
Persistent link: https://www.econbiz.de/10008912259