Multivariate tests of mean-variance efficiency with possibly non-Gaussian errors : an exact simulation-based approach
Marie-Claude Beaulieu; Jean-Marie Dufour; Lynda Khalaf
| Year of publication: |
2007
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|---|---|
| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 25.2007, 4, p. 398-410
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| Subject: | CAPM | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003566050