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Exact multivariate tests of asset pricing models with stable asymmetric distributions
MC Beaulieu, JM Dufour, L Khalaf - 2005 - Springer
… The technique of MC tests — which plays a crucial role in our approach— is an exact simulation-based inference procedure originally proposed by Dwass (1957) and Barnard (1963). It …
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… The technique of MC tests — which plays a crucial role in our approach— is an exact simulation-based inference procedure originally proposed by Dwass (1957) and Barnard (1963). It …