Generalized runs tests to detect randomness in hedge funds returns

Journal of Banking and Finance

Volumn 50, Issue , 2015, Pages 608-615

  Hentati Kaffel, Rania ^a   de Peretti, Philippe ^a  

^a Centre National de la Recherche Scientifique   (France)

Author keywords

ARCH; Breaks; Generalized runs tests; Hedge funds; Persistence; Randomness

Indexed keywords

EID: 84922359471     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2014.07.011     Document Type: Article

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