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Estimation
Wirtschaftslage
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The journal of futures markets
24
International review of economics & finance : IREF
21
Energy economics
20
Finance research letters
19
International review of financial analysis
18
Journal of econometrics
18
Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
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NBER working paper series
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Economics letters
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Journal of financial economics
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Journal of empirical finance
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Journal of international financial markets, institutions & money
8
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Working paper
8
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Journal of financial and quantitative analysis : JFQA
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Research in international business and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance and economics discussion series
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of international money and finance
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ECONIS (ZBW)
1,227
BASE
2
RePEc
1
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1
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
2
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
3
The value added of hedge fund styles in multi-asset protfolios : a new approach based on bull and bear market betas
Heidorn, Thomas
;
Kaiser, Dieter G.
;
Lucke, Daniel
- In:
Review of accounting & finance
12
(
2013
)
1
,
pp. 44-59
Persistent link: https://www.econbiz.de/10010126724
Saved in:
4
Risk and beta anatomy in the hedge fund industry
Savona, Roberto
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
Saved in:
5
Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas
;
Mansur, Iqbal
- In:
Journal of financial stability
28
(
2017
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
Saved in:
6
Different strokes by different folks : the dynamics of hedge fund systematic risk exposure and performance
Huang, Ying
;
Chen, Carl R.
;
Kato, Isamu
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 367-388
Persistent link: https://www.econbiz.de/10011747317
Saved in:
7
Hedge fund return dynamics : long memory and regime switching
Limam, M. A.
;
Terraza, Virginie
;
Terraza, Michel
- In:
International journal of financial research
8
(
2017
)
4
,
pp. 148-166
Persistent link: https://www.econbiz.de/10011782456
Saved in:
8
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
9
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
10
Investor sentiment spillover effect and market quality in crude oil futures
Chen, Yu-Lun
;
Moh, Wan Shin
;
Chang, Ya-Kai
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 177-193
Persistent link: https://www.econbiz.de/10013543090
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