SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Testing Non-Linear Dependence in the Hedge Fund Industry · Study

PreprintShelves

PreprintTesting Non-Linear Dependence in the Hedge Fund Industry

Unknown author2010

OA

Preprintgreen2010

Testing Non-Linear Dependence in the Hedge Fund Industry

Unknown author

28 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 28 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1977Estimating betas from nonsynchronous data 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 2003Risks and Portfolio Decisions Involving Hedge Funds 2001The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers 2004An econometric model of serial correlation and illiquidity in hedge fund returns

Cited by

2011Is Infrastructure Capital Productive? A Dynamic Heterogeneous Approach 2011Consumption and Initial Mortgage Conditions: Evidence from Survey Data

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Testing Non-Linear Dependence in the Hedge Fund Industrypreprint · 25 shared references 2010Understanding the Spanish Business Innovation Gap: The Role of Spillovers and Firms’ Absorptive Capacitypreprint · 21 shared references 2010Does Housing Really Lead the Business Cycle?preprint · 19 shared references 2010Green Shoots in the Euro Area: A Real Time Measurepreprint · 18 shared references 2013How does competition affect bank risk-taking?article · 16 shared references 2010Changes in the Wage Structure in EU Countriespreprint · 16 shared references

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations28

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.2139/ssrn.1574211

openalex_workW1554080607

Links

Imported from OpenAlex (CC0) — nothing here is generated.