A regime-switching regression model for hedge funds
Christina Erlwein; Marlene Müller
| Year of publication: |
2011
|
|---|---|
| Authors: | Erlwein, Christina ; Müller, Marlene |
| Publisher: |
Kaiserslautern : Fraunhofer Inst. für Techno- und Wirtschaftsmathematik, ITMW |
| Subject: | Hedgefonds | Hedge fund | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 26 S. graph. Darst. |
|---|---|
| Series: | Berichte des Fraunhofer ITWM. - Kaiserslautern : ITWM, ISSN 1434-9973, ZDB-ID 2436528-2. - Vol. 199 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688313