Testing for random walk and structural breaks in hedge funds returns
Year of publication: |
2006
|
---|---|
Authors: | Cerrato, Mario ; Iannelli, Andrea |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 3, p. 341-358
|
Subject: | Kapitaleinkommen | Capital income | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Theorie | Theory | Hedgefonds | Hedge fund | Random Walk | Random walk |
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