Non-parametric analysis of hedge fund returns : new insights from high frequency data
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 |
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