Testing the capital asset pricing model efficiently under elliptical symmetry: A semiparametric approach

Journal of Applied Econometrics

Volumn 17, Issue 6, 2002, Pages 617-639

  Hodgson, Douglas J ^a   Linton, Oliver ^b   Vorkink, Keith ^c  

^a UNIVERSITY OF ROCHESTER   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^c BRIGHAM YOUNG UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142118618     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.646     Document Type: Article

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