Risk analysis of hedge funds : a Markov switching model analysis
Frédéric Teulon; Khaled Guesmi; Saoussen Jebri
| Year of publication: |
2014
|
|---|---|
| Authors: | Teulon, Frédéric ; Guesmi, Khaled ; Jebri, Saoussen |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 1, p. 243-253
|
| Subject: | Markov Regime Switching | Conditional Volatility | Hedge Fund | Hedgefonds | Hedge fund | Markov-Kette | Markov chain | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Risiko | Risk | Welt | World | ARCH-Modell | ARCH model |
| 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/10010252063