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 633941-4. - Vol. 17.2002, 6, p. 617-639
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Subject: | CAPM | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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