Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
by Douglas J. Hodgson, Oliver Linton and Keith Vorkink
| Year of publication: |
2001
|
|---|---|
| Authors: | Hodgson, Douglas J. ; Linton, Oliver ; Vorkink, Keith |
| Publisher: |
London |
| Subject: | CAPM | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | 26, [7] S graph. Darst |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 382 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001592532