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
Full text not available from this repository.Item Type: | Article |
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Divisions: | LSE |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 11 Dec 2024 22:27 |
URI: | http://eprints.lse.ac.uk/id/eprint/1501 |
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