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 |
Publisher: |
Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science |
Subject: | HB Economic Theory |
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