Hedge fund systemic risk signals (Q299896)
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scientific article; zbMATH DE number 6597024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedge fund systemic risk signals |
scientific article; zbMATH DE number 6597024 |
Statements
Hedge fund systemic risk signals (English)
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23 June 2016
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hedge funds
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dynamic conditional correlations
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time-varying beta
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regression trees
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early warning system
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0.7762711644172668
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0.7187426686286926
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0.7070776224136353
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0.6808905005455017
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0.6748785972595215
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