@article{oai:toyo.repo.nii.ac.jp:00012700,
 author = {Midori, Munechika},
 issue = {2},
 journal = {経済論集, The Economic Review of Toyo University},
 month = {Mar},
 pages = {121--145},
 title = {Time Dependence Structures of Hedge Fund Index Returns: Regime Switching Volatility and Crisis State},
 volume = {46},
 year = {2021}
}