Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
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More about this item
Keywords
Hedge Fund; Risk Management; High frequency data;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2008-05-24 (Corporate Finance)
- NEP-EFF-2008-05-24 (Efficiency and Productivity)
- NEP-FMK-2008-05-24 (Financial Markets)
- NEP-MST-2008-05-24 (Market Microstructure)
- NEP-RMG-2008-05-24 (Risk Management)
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