Evidence for Hedge Fund Predictability from a Multivariate Student-T Full-Factor GARCH Model
2012 ◽
Vol 39
(6)
◽
pp. 1295-1321
◽
Keyword(s):
2004 ◽
Vol 2004
(1)
◽
pp. 43-50
◽
2002 ◽
Vol 2002
(1)
◽
pp. 74-79,88
◽
Keyword(s):
Keyword(s):