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Modeling dependence in high di...
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Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
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Chen, Xiaohong
;
Fan, Yanqin
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2004
Persistent link: https://www.econbiz.de/10002034254
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
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2004
Persistent link: https://www.econbiz.de/10002815328
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