Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models
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References listed on IDEAS
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More about this item
KeywordsHedge Fund; Value at Risk; GARCH models.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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