scholarly journals Non-Parametric Analysis of Hedge Fund Returns:New Insights from High Frequency Data

2009 ◽  
Vol 12 (1) ◽  
pp. 21-38 ◽  
Author(s):  
Mila Getmansky ◽  
Loriana Pelizzon
Keyword(s):  
High Frequency ◽  
Parametric Analysis ◽  
Hedge Fund ◽  
High Frequency Data ◽  
Frequency Data ◽  
Non Parametric

Evaluating the Performance of Hedge Fund Strategies: A Non-Parametric Analysis

2015 ◽  
Author(s):  
Alessandra Canepa ◽  
Maria O. Gonzalez ◽  
Frank S. Skinner
Keyword(s):  
Parametric Analysis ◽  
Hedge Fund ◽  
Non Parametric

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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