Open AccessTesting Non-Linear Dependence in the Hedge Fund Industry
Author(s) -
Javier Juste Mencía
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.902544
Subject(s) - econometrics , piecewise linear function , conditional variance , hedge fund , variance (accounting) , conditional expectation , polynomial , mathematics , nonlinear system , economics , autoregressive conditional heteroskedasticity , accounting , finance , volatility (finance) , mathematical analysis , physics , geometry , quantum mechanics
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