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Estimation of stochastic volatility models with diagnostics
Gallant, A.Ronald; Hsieh, David; Tauchen, George - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10006791206
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Nonlinear dynamics, chaos, and instability: Statistical theory and economic evidence
Brock, William A.; Hsieh, David A.; LeBaron, Blake; … - In: Journal of economic literature 31 (1993) 1, pp. 232-233
Persistent link: https://www.econbiz.de/10006869062
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Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility
Peters, Edgar E.; Hsieh, David A. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 2041-2043
Persistent link: https://www.econbiz.de/10006603609
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A New Approach to International Arbitrage Pricing
Bansal, Ravi; Hsieh, David A.; Viswanathan, S. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1719-1748
Persistent link: https://www.econbiz.de/10006603628
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Nonlinear Dynamics, Chaos, and Instability.
Brock, William A.; Hsieh, David A.; LeBaron, Blake; … - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 404-406
Persistent link: https://www.econbiz.de/10006603708
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Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
Fung, William; Hsieh, David A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 291-308
Persistent link: https://www.econbiz.de/10006697724
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Implications of Nonlinear Dynamics for Financial Risk Management
Hsieh, David A. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 41-64
Persistent link: https://www.econbiz.de/10006711819
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Is mean-variance analysis applicable to hedge funds?
Fung, William; Hsieh, David A. - In: Economics letters 62 (1999) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10006786542
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ALTERNATIVE INVESTMENTS - Asset-Based Style Factors for Hedge Funds - Asset-based style factors provide explicit descriptions of hedge fund strategies, such as trend following, and can be measured by using market prices.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 16-27
Persistent link: https://www.econbiz.de/10006262186
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ALTERNATIVE INVESTMENTS - Hedge-Fund Benchmarks: Information Content and Biases - Funds of hedge funds provide more information and fewer biases than do aggregates of individual funds for constructing hedge-fund benchmarks.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10006268947