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Simulation-based exact jump tests in models with conditional heteroskedasticity
Khalaf, Lynda; Saphores, Jean-Daniel M.; Bilodeau, … - In: Journal of economic dynamics & control 28 (2003) 3, pp. 531-553
Persistent link: https://www.econbiz.de/10001853762
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Simulation-based exact tests in jump-diffusion models in the resence of unidentified nuisance parameters : an application to commodity spot prices
Khalaf, Lynda; Saphores, Jean-Daniel M.; Bilodeau, … - 2000
Persistent link: https://www.econbiz.de/10001470059
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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The geometric-VaR backtesting method
Pelletier, Denis; Wei, Wei - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
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Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda - In: Journal of financial econometrics 21 (2023) 2, pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
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Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Journal of applied econometrics 25 (2010) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
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Finite-sample simulation-based tests in seemingly unrelated regressions
Dufour, Jean-Marie; Khalaf, Lynda - In: Computer-aided econometrics, (pp. 11-35). 2003
Persistent link: https://www.econbiz.de/10002594801
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Asset-pricing anomalies and spanning : multivariate and multifactor tests with heavy-tailed distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: Journal of empirical finance 17 (2010) 4, pp. 763-782
Persistent link: https://www.econbiz.de/10009267245
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Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2015
Persistent link: https://www.econbiz.de/10011284807
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An identification-robust test for time-varying parameters in the dynamics of energy prices
Bernard, Jean-Thomas; Dufour, Jean-Marie; Khalaf, Lynda; … - In: Journal of applied econometrics 27 (2012) 4, pp. 603-624
Persistent link: https://www.econbiz.de/10009618517