A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
| Year of publication: |
2011
|
|---|---|
| Authors: | Giannikis, Dimitrios ; Vrontos, Ioannis D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 6, p. 1399-1415
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