Conditional properties of hedge funds: Evidence from daily returns

European Financial Management

Volumn 13, Issue 2, 2007, Pages 211-238

  Li, Ying ^a,b   Kazemi, Hossein ^b  

^a INDIANA UNIVERSITY SOUTH BEND   (United States)

^b UNIVERSITY OF MASSACHUSETTS   (United States)

Author keywords

Conditional volatility; Contagion; Hedge funds; Skewness

Indexed keywords

EID: 33847416633     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2006.00352.x     Document Type: Article

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