Determining a stable relationship between hedge fund index HFRI-Equity and S&P 500 behaviour, using filtering and maximum likelihood

Author： Capelli Paolo Mariani Francesca Recchioni Maria Cristina Spinelli Fabio Zirilli Francesco

Publisher： Taylor & Francis Ltd

ISSN： 1741-5977

Source： Inverse Problems in Science and Engineering, Vol.18, Iss.1, 2010-01, pp. : 83-109

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