Chaos and nonlinear dynamics: application to financial markets DA Hsieh Journal of Finance 46 (5), 1839-1877, 1991 | 1628 | 1991 |
Empirical characteristics of dynamic trading strategies: The case of hedge funds W Fung, DA Hsieh The review of financial studies 10 (2), 275-302, 1997 | 1594 | 1997 |
The risk in hedge fund strategies: Theory and evidence from trend followers W Fung, DA Hsieh The review of financial studies 14 (2), 313-341, 2001 | 1528 | 2001 |
Hedge fund benchmarks: A risk-based approach W Fung, DA Hsieh Financial Analysts Journal 60 (5), 65-80, 2004 | 1332 | 2004 |
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Inference W Brock, D Hsieh, B LeBaron MIT Press, Cambridge, MA, 1991 | 1188* | 1991 |
Performance characteristics of hedge funds and commodity funds: Natural vs. spurious biases W Fung, DA Hsieh Journal of Financial and Quantitative analysis 35 (3), 291-307, 2000 | 1030 | 2000 |
Testing for nonlinear dependence in daily foreign exchange rates DA Hsieh Journal of Business 62 (3), 339-368, 1989 | 1028 | 1989 |
Modeling heteroscedasticity in daily foreign-exchange rates DA Hsieh Journal of Business & Economic Statistics 7 (3), 307-317, 1989 | 996 | 1989 |
An exploratory investigation of the firm size effect KC Chan, N Chen, DA Hsieh Journal of Financial Economics 14 (3), 451-471, 1985 | 943 | 1985 |
Hedge funds: Performance, risk, and capital formation W Fung, DA Hsieh, NY Naik, T Ramadorai The Journal of Finance 63 (4), 1777-1803, 2008 | 796 | 2008 |
The statistical properties of daily foreign exchange rates: 1974–1983 DA Hsieh Journal of international economics 24 (1-2), 129-145, 1988 | 793 | 1988 |
A primer on hedge funds W Fung, DA Hsieh Journal of empirical finance 6 (3), 309-331, 1999 | 563 | 1999 |
Estimation of stochastic volatility models with diagnostics AR Gallant, DA Hsieh, G Tauchen Journal of Econometrics 81 (1), 159-192, 1997 | 463 | 1997 |
The determination of the real exchange rate: The productivity approach DA Hsieh Journal of International Economics 12 (3-4), 355-362, 1982 | 431 | 1982 |
Asset-based style factors for hedge funds W Fung, DA Hsieh Financial Analysts Journal 58 (5), 16-27, 2002 | 341* | 2002 |
Margin regulation and stock market volatility DA Hsieh, MH Miller The Journal of Finance 45 (1), 3-29, 1990 | 311 | 1990 |
Implications of nonlinear dynamics for financial risk management DA Hsieh Journal of Financial and quantitative Analysis 28 (1), 41-64, 1993 | 304 | 1993 |
0n Fitting a Recalci trant Series: The Pound/Doll ar Exchange Rate, 1974-83 AR Gallant, DA Hsieh, GE Tauchen | 299 | 1988 |
Measuring the market impact of hedge funds W Fung, DA Hsieh Journal of Empirical Finance 7 (1), 1-36, 2000 | 268 | 2000 |
A new approach to international arbitrage pricing R Bansal, DA Hsieh, S Viswanathan The Journal of Finance 48 (5), 1719-1747, 1993 | 267 | 1993 |