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1 dataset found

Publication Year: 2002 None: 6 Formats: data

  • Douglas J. Hodgson
    ;
    Oliver Linton
    ;
    Keith Vorkink

    Testing the capital asset pricing model efficiently under elliptical symmetry...

    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...
    • TXT
    • data
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 2002 (1)

Volumes

  • 17 (1)

Formats

  • data (1)
  • TXT (1)

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