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Beaulieu, Marie-Claude's
Scholarly Papers
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Total
Downloads
507 |
Total
Citations
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Coggins, Frank
Université de Sherbrooke - Faculty of Administration Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Gendron, Michel
Laval University - Centre de Recherche en Économie et Finance Appliquée (CRÉFA)
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263
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Conditional Performance Evaluation, Mutual Fund, GARCH Model, Daily Performance Evaluation
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2.
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Political Uncertainty and Stock Market Returns: Evidence from the 1995 Quebec Referendum
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Essaddam, Naceur
Royal Military College of Canada - Department of Business Administration Cosset, Jean-Claude
HEC Montreal
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Posted:
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10 Nov 05
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Last Revised:
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12 Nov 06
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160
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Essaddam, Naceur
Royal Military College of Canada - Department of Business Administration Cosset, Jean-Claude
HEC Montreal
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25
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Essaddam, Naceur
Royal Military College of Canada - Department of Business Administration Cosset, Jean-Claude
HEC Montreal
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135
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Political uncertainty, stock market returns, 1995 Québec referendum
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3.
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Dufour, Jean-Marie
McGill University Khalaf, Lynda
Laval University - Département d'Économique
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62
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capital asset pricing model, CAPM, Black, mean-variance efficiency, non-normality, weak identification, Fieller, multivariate linear regression, uniform linear hypothesis, exact test, Monte Carlo test, bootstrap, nuisance parameters, GARCH, portfolio repacking
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4.
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Khalaf, Lynda
Carleton University Kichian, Maral
Government of Canada - Bank of Canada Dufour, Jean-Marie
McGill University
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21
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structural change, time-varying parameter, energy prices, coal, gas, crude oil, unidentified nuisance parameter, exact test, Monte Carlo test, Kalman filter, normality test
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5.
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Beaulieu, Marie-Claude
Laval University - Centre de recherche en économie et finance appliquée (CRÉFA) Cosset, Jean-Claude
HEC Montreal Essaddam, Naceur
Royal Military College of Canada - Department of Business Administration
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