| Chaos and nonlinear dynamics: application to financial markets DA Hsieh Journal of Finance 46 (5), 1839-1877, 1991 | 1641 | 1991 |
| Empirical characteristics of dynamic trading strategies: The case of hedge funds W Fung, DA Hsieh The review of financial studies 10 (2), 275-302, 1997 | 1599 | 1997 |
| The risk in hedge fund strategies: Theory and evidence from trend followers W Fung, DA Hsieh The review of financial studies 14 (2), 313-341, 2001 | 1537 | 2001 |
| Hedge fund benchmarks: A risk-based approach W Fung, DA Hsieh Financial Analysts Journal 60 (5), 65-80, 2004 | 1353 | 2004 |
| Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference W Brock, D Hsieh, B LeBaron MIT Press, Cambridge, MA, 1991 | 1201* | 1991 |
| Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases W Fung, DA Hsieh Journal of Financial and Quantitative analysis 35 (3), 291-307, 2000 | 1041 | 2000 |
| Testing for nonlinear dependence in daily foreign exchange rates DA Hsieh Journal of Business 62 (3), 339-368, 1989 | 1032 | 1989 |
| Modeling heteroscedasticity in daily foreign-exchange rates DA Hsieh Journal of Business & Economic Statistics 7 (3), 307-317, 1989 | 998 | 1989 |
| An exploratory investigation of the firm size effect KC Chan, N Chen, DA Hsieh Journal of Financial Economics 14 (3), 451-471, 1985 | 949 | 1985 |
| Hedge funds: Performance, risk, and capital formation W Fung, DA Hsieh, NY Naik, T Ramadorai The Journal of Finance 63 (4), 1777-1803, 2008 | 805 | 2008 |
| The statistical properties of daily foreign exchange rates: 1974–1983 DA Hsieh Journal of international economics 24 (1-2), 129-145, 1988 | 795 | 1988 |
| A primer on hedge funds W Fung, DA Hsieh Journal of empirical finance 6 (3), 309-331, 1999 | 570 | 1999 |
| Estimation of stochastic volatility models with diagnostics AR Gallant, DA Hsieh, G Tauchen Journal of Econometrics 81 (1), 159-192, 1997 | 467 | 1997 |
| The determination of the real exchange rate: The productivity approach DA Hsieh Journal of International Economics 12 (3-4), 355-362, 1982 | 435 | 1982 |
| Asset-based style factors for hedge funds W Fung, DA Hsieh Financial Analysts Journal 58 (5), 16-27, 2002 | 342* | 2002 |
| Margin regulation and stock market volatility DA Hsieh, MH Miller The Journal of Finance 45 (1), 3-29, 1990 | 312 | 1990 |
| Implications of nonlinear dynamics for financial risk management DA Hsieh Journal of Financial and quantitative Analysis 28 (1), 41-64, 1993 | 307 | 1993 |
| 0n Fitting a Recalci trant Series: The Pound/Doll ar Exchange Rate, 1974-83 AR Gallant, DA Hsieh, GE Tauchen | 300 | 1988 |
| A new approach to international arbitrage pricing R Bansal, DA Hsieh, S Viswanathan The Journal of Finance 48 (5), 1719-1747, 1993 | 269 | 1993 |
| Measuring the market impact of hedge funds W Fung, DA Hsieh Journal of Empirical Finance 7 (1), 1-36, 2000 | 268 | 2000 |
william brockprofessor of economics, university of wisconsin, madisonssc.wisc.edu의 이메일 확인됨
