Non-parametric analysis of hedge fund returns : new insights from high frequency data
Monica Billio, Mila Getmansky, and Loriana Pelizzon
| Year of publication: |
2009
|
|---|---|
| Authors: | Billio, Monica ; Getmansky, Mila ; Pelizzon, Loriana |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 12.2009/10, 1, p. 21-38
|
| Subject: | Hedgefonds | Hedge fund | Index | Index number | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003881613