TY  - BOOK
AU  - Beaulieu, Marie Claude et al.
TI  - Multivariate tests of mean variance efficiency with possibly non gaussian errors: an exact simulation based approach
PY  - 2007///
KW  - Economic Statistics
KW  - Bootstrap;Capital asset pricing model;Generalized autoregressive conditional heteroscedasticity;Monte carlo test;Multivariate linear regression;Nonnormality
ER  -