Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
| Year of publication: |
2000-07
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|---|---|
| Authors: | Hodgson, Douglas J ; Linton, Oliver ; Vorkink, Keith |
| Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
| Subject: | Adaptive estimation | capital asset pricing model | efficiency |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005310351