文章基本信息

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