1 à 5 de 8 résultats
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Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference
Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf
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Exact confidence sets and goodness-of-fit methods for stable distributions
Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf
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Identification-robust estimation and testing of the zero-beta CAPM
Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf
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An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf et Maral Kichian
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