文章基本信息
- 标题：Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
- 本地全文：下载
- 作者：Douglas J Hodgson ; Oliver Linton ; Keith Vorkink 等
- 期刊名称：International Studies Papers
- 出版年度：2000
- 卷号：2000
- 出版社：Suntory Toyota International Centres for Economics and Related Disciplines
- 摘要：Adaptive estimation; capital asset pricing model; efficiency
- 关键词：Adaptive estimation; capital asset pricing model; efficiency
