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

Hodgson, D. J., Linton, O. & Vorkink, K. (2002). Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Journal of Applied Econometrics, 17(6), 617-639.
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1501

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