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
Metadata
Item Type: | Book Section |
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Authors/Creators: |
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Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield) |
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 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:11090 |
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