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

Hodgson, D. J., Linton, Oliver and Vorkink, Keith (2002) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Journal of applied econometrics, 17 (6). pp. 617-639. ISSN 0883-7252

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Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1501/

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