Elliptical regression operationalized
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 23 (1987)
Issue (Month): 3 ()
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- Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002.
"Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
- Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers dp382, Financial Markets Group.
- Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series /2000/398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
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