Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry : A Semiparametric Approach
Year of publication: |
[2001]
|
---|---|
Authors: | Hodgson, Douglas J. |
Other Persons: | Linton, Oliver B. (contributor) ; Vorkink, Keith (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2001 erstellt |
Other identifiers: | 10.2139/ssrn.283364 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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