文章基本信息
- 标题：Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
- 作者：Douglas J Hodgson ; Oliver Linton ; Keith Vorkink July 等
- 期刊名称：Econometrics Publications
- 印刷版ISSN：0969-4366
- 出版年度：2000
- 出版社：Suntory Toyota International Centre for Economics and Related Disciplines
- 摘要：Adaptive estimation; capital asset pricing model; efficiency
- 关键词：adaptive estimation ; capital asset pricing model ; efficiency
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