Hedge funds risk and connectedness
Year of publication: |
July 2017
|
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Authors: | Manicaro, Christian ; Falzon, Joseph |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 4, p. 295-316
|
Subject: | Hedge funds | volatility spillovers | parametric value-at-risk | GARCH modelling | Hedgefonds | Hedge fund | Volatilität | Volatility | ARCH-Modell | ARCH model | Risikomaß | Risk measure | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income | Risiko | Risk | Risikomanagement | Risk management |
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