David Arthur Hsieh

Alıntı yapanlar

	Hepsi	2020 yılından bugüne
Alıntılar	20262	2272
h-endeksi	48	22
i10-endeksi	57	33

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Katkıda bulunan yazarlar

william brockprofessor of economics, university of wisconsin, madisonssc.wisc.edu üzerinde doğrulanmış e-posta adresine sahip
Blake LeBaronInternational Business School, Brandeis Universitybrandeis.edu üzerinde doğrulanmış e-posta adresine sahip
George TauchenProfessor of Economicsduke.edu üzerinde doğrulanmış e-posta adresine sahip
Tarun RamadoraiProfessor of Financial Economics, Imperial College Londonimperial.ac.uk üzerinde doğrulanmış e-posta adresine sahip
A. Ronald GallantProfessor of Economics, Penn State Universitypsu.edu üzerinde doğrulanmış e-posta adresine sahip
Charles F. ManskiNorthwestern Universitynorthwestern.edu üzerinde doğrulanmış e-posta adresine sahip
S ViswanathanProfessor of Finance, Duke Universityduke.edu üzerinde doğrulanmış e-posta adresine sahip
Ravi BansalJ B Fuqua Professor, Duke Universityduke.edu üzerinde doğrulanmış e-posta adresine sahip
Melvyn TeoLee Kong Chian Professor of Finance, Singapore Management Universitysmu.edu.sg üzerinde doğrulanmış e-posta adresine sahip
Nalin KulatilakaBoston UniversityBu.edu üzerinde doğrulanmış e-posta adresine sahip
John BilsonDean and Professor of Finance, Illinois Institute of Technologystuart.iit.edu üzerinde doğrulanmış e-posta adresine sahip
Leonardo LeidermanProfessor of Economics, Tel Aviv Universitypost.tau.ac.il üzerinde doğrulanmış e-posta adresine sahip
Daniel McFadden

Takip et

David Arthur Hsieh

Professor of Finance, Fuqual School of Business, Duke University

duke.edu üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa

Economics Econometrics Finance Statistics


Başlık Alıntılara göre sırala Yıla göre sırala Başlığa göre sırala	Alıntı yapanlar Alıntı yapanlar	Yıl
Chaos and nonlinear dynamics: application to financial markets DA Hsieh Journal of Finance 46 (5), 1839-1877, 1991	1650	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	1585	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	1539	2001
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference W Brock, D Hsieh, B LeBaron MIT Press, Cambridge, MA, 1991	1521*	1991
Hedge fund benchmarks: A risk-based approach W Fung, DA Hsieh Financial Analysts Journal 60 (5), 65-80, 2004	1354	2004
Testing for nonlinear dependence in daily foreign exchange rates DA Hsieh Journal of Business 62 (3), 339-368, 1989	1035	1989
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	1022	2000
Modeling heteroscedasticity in daily foreign-exchange rates DA Hsieh Journal of Business & Economic Statistics 7 (3), 307-317, 1989	989	1989
An exploratory investigation of the firm size effect KC Chan, N Chen, DA Hsieh Journal of Financial Economics 14 (3), 451-471, 1985	969	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	800	2008
The statistical properties of daily foreign exchange rates: 1974–1983 DA Hsieh Journal of international economics 24 (1-2), 129-145, 1988	783	1988
A primer on hedge funds W Fung, DA Hsieh Journal of empirical finance 6 (3), 309-331, 1999	571	1999
Estimation of stochastic volatility models with diagnostics AR Gallant, DA Hsieh, G Tauchen Journal of Econometrics 81 (1), 159-192, 1997	476	1997
The determination of the real exchange rate: The productivity approach DA Hsieh Journal of International Economics 12 (3-4), 355-362, 1982	416	1982
Asset-based style factors for hedge funds W Fung, DA Hsieh Financial Analysts Journal 58 (5), 16-27, 2002	339*	2002
Survivorship bias and investment style in the returns of CTAs W Fung, DA Hsieh Journal of Portfolio Management 24 (1), 30, 1997	317*	1997
Margin regulation and stock market volatility DA Hsieh, MH Miller The Journal of Finance 45 (1), 3-29, 1990	315	1990
Implications of nonlinear dynamics for financial risk management DA Hsieh Journal of Financial and quantitative Analysis 28 (1), 41-64, 1993	311	1993
0n Fitting a Recalci trant Series: The Pound/Doll ar Exchange Rate, 1974-83 AR Gallant, DA Hsieh, GE Tauchen	307	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

Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.

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