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Simulation-based exact jump tests in models with conditional heteroskedasticity
Khalaf, Lynda
;
Saphores, Jean-Daniel
;
Bilodeau, …
- In:
Journal of economic dynamics & control
28
(
2004
)
3
,
pp. 531-554
Persistent link: https://www.econbiz.de/10006758842
Saved in:
2
Freight Transportation Derivatives Contracts: State of the Art and Future Developments
Tsai, Mei-Ting
;
Regan, Amelia
;
Saphores, Jean-Daniel
- In:
Transportation journal
48
(
2009
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10008332664
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3
Regulation and Investment under Uncertainty: An Application to Power Grid Interconnection
Saphores, Jean-Daniel
;
Gravel, Eric
;
Bernard, Jean-Thomas
- In:
Journal of regulatory economics
25
(
2004
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10007102868
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4
Smelly local polluters and residential property values : a hedonic analysis of four Orange County (California) cities
Saphores, Jean-Daniel
;
Aguilar-Benitez, Ismael
- In:
Estudios económicos
20
(
2005
)
2
,
pp. 197-218
Persistent link: https://www.econbiz.de/10009918319
Saved in:
5
Valuation of freight transportation contracts under uncertainty
Tsai, Mei-Ting
;
Saphores, Jean-Daniel
;
Regan, Amelia
- In:
Transportation research / E : an international journal
47
(
2011
)
6
,
pp. 920-933
Persistent link: https://www.econbiz.de/10009291161
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6
Harvesting a renewable resource under uncertainty
Saphores, Jean-Daniel
- In:
Journal of economic dynamics & control
28
(
2004
)
3
,
pp. 509-530
Persistent link: https://www.econbiz.de/10006758843
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7
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-348
Persistent link: https://www.econbiz.de/10006755781
Saved in:
8
Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry
Khalaf, Lynda
;
Kichian, Maral
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10006246931
Saved in:
9
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 891
Persistent link: https://www.econbiz.de/10006431518
Saved in:
10
Simulation Based Inference In Moving Average Models
Ghysels, Éric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
)
69
,
pp. 85-100
Persistent link: https://www.econbiz.de/10007964753
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