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Assessing and valuing the nonlinear structure of hedge fund returns (replicat...
Several studies have put forward that hedge fund returns exhibit a nonlinear relationship with equity market returns, captured either through constructed portfolios of traded... -
npRmpi: A package for parallel distributed kernel estimation in R (replicatio...
This dataset has no description
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Regime shifts in stock-flow I(2)-I(1) systems: the case of US fiscal sustaina...
In the last two decades, fiscal sustainability has been tested through the use of non-stationary time series analysis. Two different approximations can be found in the... -
Intertemporal consumption choices, transaction costs and limited participatio...
This paper builds a unifying framework based on the theory of intertemporal consumption choices that brings together the limited participation-based explanation of the...
