Time aggregation properties of tail dependence between hedge funds and the equity market

  • In, Francis (Primary Chief Investigator (PCI))

    Project: Research

    Project Details

    Project Description

    Research Non-DEST
    StatusFinished
    Effective start/end date1/11/07 → 31/10/08

    Funding

    • Monash University – Internal School Contribution: A$10,000.00