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Bahadur-Savage (1)
CAPM (2)
GARCH (1)
Monte Carlo test (3)
Student t (1)
[JEL:C12] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Hypothesis Testing (3)
[JEL:C12] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Tests d'hypothèses (3)
[JEL:C14] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Semiparametric and Nonparametric Methods (1)
[JEL:C14] Mathématiques et méthodes quantitatives - Économétrie et méthodes statistiques; généralités - Méthodes semiparamétriques et nonparamétriques (1)
[JEL:C15] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods (3)