Details about Anna Downarowicz
Access statistics for papers by Anna Downarowicz.
Last updated 2015-01-07. Update your information in the RePEc Author Service.
Short-id: pdo151
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Journal Articles
Working Papers
2008
- Regime switching models of hedge fund returns
Faculty Working Papers, School of Economics and Business Administration, University of Navarra
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2005
- Market imperfections, discount factors and stochastic dominance: an empirical analysis with oil-linked derivatives
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa
Journal Articles
2013
- Forecasting hedge fund volatility: a Markov regime-switching approach
The European Journal of Finance, 2013, 19, (4), 243-275
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