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lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis.

, , , and . CAMSAP, page 29-32. IEEE, (2011)

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lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis., , , and . CAMSAP, page 29-32. IEEE, (2011)Performance fees and hedge fund return dynamics., and . Int. J. Approx. Reason., (2015)Kernel autocorrelogram for time-deformed processes, , and . Journal of Statistical Planning and Inference, 68 (1): 167--191 (May 1, 1998)Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form, , and . Journal of Statistical Planning and Inference, 50 (1): 37--63 (Feb 15, 1996)The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 23-45. Springer, (2014)The Dynamics of Hedge Fund Performance., , and . Econometrics of Risk, volume 583 of Studies in Computational Intelligence, Springer, (2015)Simulation-based econometric methods, and . CORE lectures Oxford Univ. Press, Oxford, (1996)The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 47-62. Springer, (2014)Nonparametric estimation of a scalar diffusion model from discrete time data: a survey., , and . Ann. Oper. Res., 256 (2): 203-219 (2017)Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates., and . Econometrics of Risk, volume 583 of Studies in Computational Intelligence, Springer, (2015)