Items where Author is "Vorkink, Keith"

Article

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, 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

Monograph

Linton, Oliver, Hodgson, Douglas J. and Vorkink, Keith (2001) Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach. Financial Markets Group Discussion Papers (382). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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.