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Non-Parametric Analysis of Hed...
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430
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344
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131
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98
Ravazzolo, Francesco
74
Subrahmanyam, Marti G.
61
Caporin, Massimiliano
56
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47
Dijk, Herman K. van
45
Lo, Andrew W.
42
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37
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36
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29
Yuferova, Darya
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26
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25
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19
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1
Phase-locking and switching volatility in hedge funds
Billio, Monica
(
contributor
);
Getmansky, Mila
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397556
Saved in:
2
Calculating VaR for hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The VaR implementation handbook
,
(pp. 3-24)
.
2009
Persistent link: https://www.econbiz.de/10003826894
Saved in:
3
Measuring systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
-
This draft: March 10, 2010
Persistent link: https://www.econbiz.de/10003947721
Saved in:
4
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
Saved in:
5
Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
- In:
The journal of alternative investments
12
(
2009/10
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
Saved in:
6
Econometric measures of systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2010
Persistent link: https://www.econbiz.de/10003995037
Saved in:
7
Dynamic risk exposure in hedge funds
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2007
Persistent link: https://www.econbiz.de/10003912061
Saved in:
8
Crises and hedge fund risk
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912698
Saved in:
9
Non-parametric analysis of hedge fund returns : new insight from high frequency data
Billio, Monica
;
Getmansky, Mila
;
Pelizzon, Loriana
-
2008
Persistent link: https://www.econbiz.de/10003912704
Saved in:
10
Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
-
2011
Persistent link: https://www.econbiz.de/10011628770
Saved in:
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