Marcin Zamojski

University of Gothenburg, Centre for Finance

Research Fellow

Box 640

Gothenburg, 405 30

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

428

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (2)

1.

Hedge Fund Innovation

Number of pages: 65 Posted: 03 Nov 2012 Last Revised: 21 Dec 2018
Arjen Siegmann, Denitsa Stefanova and Marcin Zamojski
VU University Amsterdam, Luxembourg School of Finance and
Downloads 248 (129,603)
Citation 2

Abstract:

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hedge funds, innovation, followers, excess returns, institutional design, first-mover advantage

2.
Downloads 180 (175,390)
Citation 3

Generalized autoregressive Method of Moments

Tinbergen Institute Discussion Paper 15-138/III
Number of pages: 45 Posted: 20 Jan 2016 Last Revised: 01 Jul 2018
Drew Creal, Siem Jan Koopman, Andre Lucas and Marcin Zamojski
University of Chicago - Booth School of Business - Econometrics and Statistics, Vrije Universiteit Amsterdam - School of Business and Economics, Vrije Universiteit Amsterdam - School of Business and Economics and
Downloads 145 (211,433)
Citation 2

Abstract:

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dynamic models, time-varying parameters, generalized method of moments, non-linearity, equity premium puzzle, CCAPM

Generalized Autoregressive Method of Moments

Tinbergen Institute Discussion Paper 15-138/III
Number of pages: 47 Posted: 27 Jul 2018
Drew Creal, Siem Jan Koopman, Andre Lucas and Marcin Zamojski
University of Chicago - Booth School of Business - Econometrics and Statistics, Vrije Universiteit Amsterdam - School of Business and Economics, Vrije Universiteit Amsterdam - School of Business and Economics and
Downloads 35 (476,526)
Citation 1

Abstract:

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dynamic models, time-varying parameters, generalized method of moments, non-linearity