Hedge Fund Return Dynamics: Long Memory and Regime Switching

Reference : Hedge Fund Return Dynamics: Long Memory and Regime Switching


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/32631

Title :	Hedge Fund Return Dynamics: Long Memory and Regime Switching
Language :	English
Author, co-author :	Limam, Mohamed-Ali []
	Terraza, Virginie [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
	Terraza, Michel []
Publication date :	2017
Journal title :	International Journal of Financial Research
Publisher :	Sciedu Press
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	1923-4023
e-ISSN :	1923-4031
City :	Toronto
Country :	Canada
Permalink :	http://hdl.handle.net/10993/32631

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