Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
Year of publication: |
2000-07
|
---|---|
Authors: | Hodgson, Douglas J ; Linton, Oliver ; Vorkink, Keith |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Adaptive estimation | capital asset pricing model | efficiency |
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