Forecasting hedge fund volatility: a Markov regime-switching approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Blazsek, Szabolcs ; Downarowicz, Anna |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 19.2013, 4 (1.4.), p. 243-275
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