White Rose University Consortium logo
University of Leeds logo University of Sheffield logo York University logo

Capital asset pricing for UK stocks under the multivariate skew-normal distribution

Adcock, C.J. (2004) Capital asset pricing for UK stocks under the multivariate skew-normal distribution. In: Genton, M., (ed.) Skew Elliptical Distributions and Their Applications: A Journey Beyond Normality. Chapman and Hall , Boca Raton, Florida , pp. 191-204. ISBN 1-58488-431-2

Full text not available from this repository. (Request a copy)
Item Type: Book Section
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Miss Anthea Tucker
Date Deposited: 27 Jul 2010 10:57
Last Modified: 27 Jul 2010 10:57
Status: Published
Publisher: Chapman and Hall
URI: http://eprints.whiterose.ac.uk/id/eprint/11090

Actions (repository staff only: login required)