The joint dynamics of hedge fund returns, illiquidity, and volatility

Jan Wrampelmeyer

doi:10.3905/jai.2012.15.1.043

The joint dynamics of hedge fund returns, illiquidity, and volatility

Jan Wrampelmeyer^*

^*Corresponding author for this work

Finance

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	43-67
Number of pages	25
Journal	Journal of Alternative Investments
Volume	15
Issue number	1
DOIs	https://doi.org/10.3905/jai.2012.15.1.043
Publication status	Published - Jun 2012

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title = "The joint dynamics of hedge fund returns, illiquidity, and volatility",

author = "Jan Wrampelmeyer",

year = "2012",

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The joint dynamics of hedge fund returns, illiquidity, and volatility

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