Reference health
Tailing Tail Risk in the Hedge Fund Industry
53/53 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 53 checked references that resolve
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Monetary tightening cycles and the predictability of economic activity
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/j.jeconom.2010.03.033
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
resolves10.1016/j.jeconom.2005.07.027
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
resolves10.2139/ssrn.2005021
Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums
resolves10.3386/w9111
Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis
resolves10.1111/j.1540-6261.1991.tb02674.x
The Term Structure as a Predictor of Real Economic Activity
resolves10.1162/003465398557320
Predicting U.S. Recessions: Financial Variables as Leading Indicators
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.21314/jor.2003.084
Hedge funds revisited: distributional characteristics, dependence structure and diversification
resolves10.1016/j.jfineco.2004.04.001
An econometric model of serial correlation and illiquidity in hedge fund returns
resolves10.1017/s0022109010000219
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market
resolves10.2139/ssrn.1362265
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available
resolves10.1111/j.1468-036x.2006.00352.x
Conditional Properties of Hedge Funds: Evidence from Daily Returns*
resolves10.1017/s0022109000004294
New Evidence of Asymmetric Dependence Structures in International Equity Markets
resolves10.1093/jjfinec/nbh006
On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
resolves10.1111/j.1540-6261.2006.00849.x
Do the Fama–French Factors Proxy for Innovations in Predictive Variables?
resolves10.1093/rfs/hhg058
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
resolves10.1111/j.1540-6261.1980.tb03509.x
On The Direction of Preference for Moments of Higher Order Than The Variance
The 11 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedref13
no DOI — not checkedHedge fund contagion and liquidity, forthcoming in the
no DOI — not checkedDo hedge funds increase systemic risk?, Federal Reserve Bank of
no DOI — not checkedref29
no DOI — not checkedMargins and hedge fund contagion, forthcoming in the
no DOI — not checkedref36
no DOI — not checkedref38
no DOI — not checkedref61
no DOI — not checkedLASSO-type GMM estimator
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