Multivariate tests of the capm under heteroskedasticity: A note
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Cited by:
- Javed Iqbal & Robert Brooks & Don Galagedera, 2010.
"Multivariate tests of asset pricing: simulation evidence from an emerging market,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(5), pages 381-395.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
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