Marie-Claude Beaulieu

Author's Personal Copy Computational Statistics and Data Analysis Finite Sample Multivariate Tests of Asset Pricing Models with Coskewness

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2022 .

Identification-Robust Estimation and Testing of the Zero-Beta CAPM

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2011 .

Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2010 .

Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2007 .

The impact of political risk on the volatility of stock returns: the case of Canada

Marie-Claude Beaulieu, Naceur Essaddam, Marie-Claude Beaulieu, 2005 .

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2003 .

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf, 2005 .