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Testing the capital asset pricing model efficiently under elliptical symmetry...
We develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically... -
The relation between wealth and labour market transitions: an empirical study...
We study the relationship between wealth and labour market transitions. A lifecycle model, in which individuals are faced by uncertainty about the availability of jobs, serves... -
Modelling the trend and seasonals within an AIDS model of the demand for alco...
The argument that is put forward in this paper is that failure to represent stochastic trend and stochastic seasonality in an AIDS model leads to a misspecified and possibly... -
A segment-level hazard approach to studying household purchase timing decisio...
The increasing availability of customer-level data and the willingness of marketers to customize the timing of their offers to consumers makes the accurate segment-level...