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Asset pricing theory and the v...
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Hodgson, Douglas J.
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Vorkink, Keith
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McQueen, Grant R.
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ECONIS (ZBW)
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1
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
-
2000
Persistent link: https://www.econbiz.de/10001510239
Saved in:
2
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
-
2001
Persistent link: https://www.econbiz.de/10001592532
Saved in:
3
Efficient estimation of conditional asset-pricing models
Hodgson, Douglas J.
;
Vorkink, Keith P.
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 269-283
Persistent link: https://www.econbiz.de/10001757481
Saved in:
4
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 617-639
Persistent link: https://www.econbiz.de/10001723717
Saved in:
5
Asset pricing theory and the valuation of Canadian paintings
Hodgson, Douglas J.
;
Vorkink, Keith P.
- In:
The Canadian journal of economics
37
(
2004
)
3
,
pp. 629-655
Persistent link: https://www.econbiz.de/10002169957
Saved in:
6
Return distributions and improved tests of asset pricing models
Vorkink, Keith
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 845-874
Persistent link: https://www.econbiz.de/10001794937
Saved in:
7
Whence GARCH? : A preference-based explanation for conditional volatility
McQueen, Grant R.
;
Vorkink, Keith
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 915-949
Persistent link: https://www.econbiz.de/10002396418
Saved in:
8
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
9
An analysis of pricing and returns in the market for French Canadian paintings
Hodgson, Douglas J.
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 63-73
Persistent link: https://www.econbiz.de/10009011255
Saved in:
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