of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a … normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including … tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit …

of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …

GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of … following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such … matrice de covariance des erreurs. Nous considérons des tests contre la dépendance sérielle, contre la présence d'effets GARCH …

of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a … normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including … tests for multivariate GARCH and multivariate generalization of the well known variance ratio tests) and goodness of fit …

GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of … following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such …

of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …'évaluation d'actifs (CAPM) qui sont formulés dans le contexte des modèles de régression linéaires multivariés. De plus, ces …

of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …

of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a … is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for … multivariate GARCH and multivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a …