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Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2004) Testing forward exchange rate unbiasedness efficiently : a semiparametric approach. Journal of Applied Economics, 7 (2). pp. 325-353. ISSN 1514-0326
Hodgson, Douglas J, Linton, Oliver and Vorkink, Keith (2000) Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach. Econometrics; EM/2000/398 (EM/00/398). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.