Generalized runs tests to detect randomness in hedge funds returns
Year of publication: |
2015
|
---|---|
Authors: | Hentati-Kaffel, Rania ; De Peretti, Philippe |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 608-615
|
Subject: | Hedge funds | Randomness | Persistence | Generalized runs tests | ARCH | Breaks | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Strukturbruch | Structural break | Theorie | Theory | Schätzung | Estimation | ARCH-Modell | ARCH model |
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