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Conditional properties of hedge funds : evidence from daily returns
Li, Ying; Kazemi, Hossein - In: European financial management : the journal of the … 13 (2007) 2, pp. 211-238
Persistent link: https://www.econbiz.de/10003550394
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Momentum in asset returns : are commodity returns a special case?
Schneeweis, Thomas; Kazemi, Hossein; Spurgin, Richard - In: The journal of alternative investments 10 (2007/08) 4, pp. 23-36
Persistent link: https://www.econbiz.de/10003720762
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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein; Mahdavi, Mahnaz; Salazar, Brett - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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Indeterminacy and volatility of exchange rates under imperfect currency substitution
Mahdavi, Mahnaz - In: Economic inquiry : journal of the Western Economic … 34 (1996) 1, pp. 168-181
Persistent link: https://www.econbiz.de/10001201709