Testing nonlinear dependence in the hedge fund industry
Javier Mencía
| Year of publication: |
2012
|
|---|---|
| Authors: | Mencía, Javier |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 3, p. 545-587
|
| Subject: | Hedgefonds | Hedge fund | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
| 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/10009571508