Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Efficacité moyenne-variance"'
Autor:
Antoine, Bertille
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
Externí odkaz:
http://hdl.handle.net/1866/1963
In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multiva
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::932aff17ac1b2f3682c2d2226956d60a
http://www.cireqmontreal.com/wp-content/uploads/cahiers/06-2003-cah.pdf
http://www.cireqmontreal.com/wp-content/uploads/cahiers/06-2003-cah.pdf