Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach

✍ Scribed by Loukia Meligkotsidou; Ioannis D. Vrontos

• Book ID: 116615210
• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 293 KB
• Volume: 32
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2008.05.007