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Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
DUFOUR, Jean-Marie; FARHAT, Abdeljelil; KHALAF, Lynda - Centre Interuniversitaire de Recherche en Économie … - 2005
; consequently, the problem of evaluating joint rejection probabilities arises frequently in econometrics and statistics. In this …
Persistent link: https://www.econbiz.de/10008671569
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda - Centre Interuniversitaire de Recherche en Économie … - 2005
distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data …
Persistent link: https://www.econbiz.de/10008671570
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda - Département de Sciences Économiques, Université de … - 2005
distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data …
Persistent link: https://www.econbiz.de/10005729882