Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
| Year of publication: |
2002
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|---|---|
| Authors: | Hodgson, Douglas J. ; Linton, Oliver ; Vorkink, Keith |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 6, p. 617-640
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