Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood
Capelli, Paolo, Mariani, Francesca, Recchioni, Maria Cristina, Spinelli, Fabio, Zirilli, FrancescoVolume:
18
Language:
english
Journal:
Inverse Problems in Science and Engineering
DOI:
10.1080/17415970903234398
Date:
January, 2010
File:
PDF, 1008 KB
english, 2010