Abstract

http://ssrn.com/abstract=1162589
 
 

Citations (6)



 
 

Footnotes (15)



 


 



Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach


Douglas J. Hodgson


University of Quebec at Montreal (UQAM) - Department of Economics

Oliver B. Linton


University of Cambridge

Keith Vorkink


Brigham Young University - J. Willard and Alice S. Marriott School of Management

July 2000

LSE STICERD Research Paper No. EM398

Abstract:     
Adaptive estimation; capital asset pricing model; efficiency

Number of Pages in PDF File: 39

JEL Classification: C13, C14

working papers series


Download This Paper

Date posted: July 21, 2008  

Suggested Citation

Hodgson, Douglas J. and Linton, Oliver B. and Vorkink, Keith, Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach (July 2000). LSE STICERD Research Paper No. EM398. Available at SSRN: http://ssrn.com/abstract=1162589

Contact Information

Douglas J. Hodgson (Contact Author)
University of Quebec at Montreal (UQAM) - Department of Economics ( email )
P.O. Box 8888, Downtown Station
Montreal, Quebec H3C 3P8
Canada
Oliver B. Linton
University of Cambridge ( email )
Faculty of Economics
Cambridge, CB3 9DD
United Kingdom
Keith Vorkink
Brigham Young University - J. Willard and Alice S. Marriott School of Management ( email )
Provo, UT 84602
United States
Feedback to SSRN


Paper statistics
Abstract Views: 272
Downloads: 47
Citations:  6
Footnotes:  15

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.250 seconds