Open AccessHedge Fund Return Dynamics: Long Memory and Regime Switching
Author(s) -
Mohamed-Ali Limam,
Virginie Terraza,
Michel Terraza
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2081896
Subject(s) - hedge fund , business , dynamics (music) , economics , financial economics , financial system , monetary economics , econometrics , finance , psychology , pedagogy
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