returns.data
Creators:
Douglas J. Hodgson
;
Oliver Linton
;
Keith Vorkink
From the dataset abstract
We develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically symmetric; this...
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Metadata
| Field | Value |
|---|---|
| Format | data |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/3cc040e4-bab7-4959-a1b2-b425ed478b9a/resource/8581aaa2-1ebb-49f6-8105-70729c250ed6/download/returns.data |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
