Finite-sample diagnostics for multivariate regressions with applications to linear asset pricing models
Jean-Marie Dufour ...
| Year of publication: |
Apr. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Dufour, Jean-Marie (contributor) ; Khalaf, Lynda (contributor) ; Beaulieu, Marie-Claude (contributor) |
| Institutions: | Université de Montréal / Département de sciences économiques (contributor) |
| Publisher: |
Montréal, Québec : Dép. de Sciences Economiques, Univ. de Montréal |
| Subject: | Multivariate Analyse | Multivariate analysis | Regressionsanalyse | Regression analysis | CAPM | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Online-Ressource, 31 p., text |
|---|---|
| Series: | Cahier / Départment de Sciences Économiques, Université de Montréal. - Montréal, ISSN 0709-9231, ZDB-ID 2137610-4. - Vol. 2003,08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001947817