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pro vyhledávání: '"Mohamed-Ali Limam"'
Publikováno v:
International Journal of Financial Research. Toronto, Canada: Sciedu Press (2017).
This paper investigates the dynamics of hedge fund returns and their behavior of persistence in a unified framework through the Markov Switching ARFIMA model of Härdle and Tsay (2009). Major results based on the CSFB/Tremont hedge fund indexes month
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae7dcdc42f9fc088fcc7aa5957a4c325
http://orbilu.uni.lu/handle/10993/32631
http://orbilu.uni.lu/handle/10993/32631
