Generalized runs tests to detect randomness in hedge funds returns

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https://hal-paris1.archives-ouvertes.fr/hal-02091678
Contributor : Philippe de Peretti <>
Submitted on : Saturday, April 6, 2019 - 12:57:33 AM
Last modification on : Friday, April 19, 2019 - 10:46:09 AM

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Rania Hentati-Kaffel, Philippe de Peretti. Generalized runs tests to detect randomness in hedge funds returns. Journal of Banking and Finance, Elsevier, 2015, 50, pp.608-615. ⟨10.1016/j.jbankfin.2014.07.011⟩. ⟨hal-02091678⟩

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