Dynamic risk exposures in hedge funds (Q1927132): Difference between revisions

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-.1016/j.csda.2010.08.015
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+A new look at the statistical model identification
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+Short rate nonlinearities and regime switches.
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+Variance trading and market price of variance risk
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+Testing for Regime Switching
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+Testing for two components in a switching regression model
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+Common risk factors in the returns on stocks and bonds
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Q4840212
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+Specification testing in Markov-switching time-series models
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+Robust Statistics
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+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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+Q5226711
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+Finding the relevant risk factors for asset pricing
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+Maximum Likelihood Estimation of Misspecified Models
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+.1016/J.CSDA.2010.08.015
@@ Property / DOI: 10.1016/J.CSDA.2010.08.015 / rank @@
+Normal rank