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

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