Abstract for:
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
Douglas J Hodgson,
Oliver Linton,
Keith Vorkink,
July 2000
Paper No' EM/2000/398:
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Keywords: Adaptive estimation; capital asset pricing model; efficiency
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YES - Paper Copy Still In Print.
This Paper is published under the following series:
Econometrics
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Abstract:
Adaptive estimation; capital asset pricing model; efficiency