A Panel-Based Quantile Regression Analysis of Funds of Hedge Funds
David Edmund Allen, Akhmad Kramadibrata, Robert John Powell and Abhay Kumar Singh, School of Accounting, Finance and Economics, Edith Cowan University, Joondalup, Western Australia, Australia
Chapter Outline
16.1. Introduction
16.2. Panel Data Analysis and Quantile Regression
16.2.1. Quantile Regression
16.3. Data and Methodology
16.3.1. Discussion of Data
16.3.2. Methodology
16.4. Discussion of the Results
Conclusion
Acknowledgments
References
16.1 Introduction
In recent decades, hedge funds have become a very popular, growing investment class. For instance, as of September 2012, the BarclayHedge hedge fund database reports 4991 hedge funds in their database. As compared ...
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