Marie-Claude Beaulieu
Economics and Econometrics · 2005–2007
A researcher in the Science corpus: 2 papers; trusts 19 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it; #18,969 of 23,481 by trust here, #18,597 by citations
- Finance — 10 citations into it; #8,746 of 10,518 by trust here, #7,920 by citations
- Statistics and Probability — 6 citations into it
Whom Marie-Claude Beaulieu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Eugene F. Fama
- Jun Tu
- Frans A Deroon
- Semiparametric Spatial
- Jean-Marie Dufour
- Gabriele Fiorentini
- Douglas J. Hodgson
- Giovanni Barone Adesi
Who trusts Marie-Claude Beaulieu overall
Papers from Marie-Claude Beaulieu's perspective
Ordered by how strongly the researchers Marie-Claude Beaulieu trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- The Behavior of Stock-Market Prices
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Common risk factors in the returns on stocks and bonds
- Data-generating process uncertainty: What difference does it make in portfolio decisions?
- Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
- Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach
- Testing for mean-variance spanning: a survey
Their papers
- Multivariate Tests of Mean–Variance Efficiency With Possibly Non-Gaussian Errors (2007) — 74 citations
- The impact of political risk on the volatility of stock returns: the case of Canada (2005) — 132 citations