TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS (Q5483442)
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scientific article; zbMATH DE number 5045373
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| English | TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS |
scientific article; zbMATH DE number 5045373 |
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TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS (English)
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14 August 2006
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hedge funds
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unit root tests
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structural breaks
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0.7277737855911255
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0.7250311970710754
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0.7228690385818481
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0.7143556475639343
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0.6996636986732483
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