Beaulieu, Marie Claude et al. <br/><br/>
Multivariate tests of mean variance efficiency with possibly non gaussian errors: an exact simulation based approach 
 J7992  2007 

 -  2007 
 - 398-410  V.  25  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Bootstrap;Capital asset pricing model;Generalized autoregressive conditional heteroscedasticity;Monte carlo test;Multivariate linear regression;Nonnormality;