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: | Full paper (pdf)
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Keywords: Adaptive estimation; capital asset pricing model; efficiency

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Is hard copy/paper copy available? 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