Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry : A Semiparametric Approach
Year of publication: |
[2008]
|
---|---|
Authors: | Hodgson, Douglas J. |
Other Persons: | Linton, Oliver (contributor) ; Vorkink, Keith (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Description of contents: |
Adaptive estimation; capital asset pricing model; efficiency
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