Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
| Year of publication: |
2008
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|---|---|
| Authors: | Meligkotsidou, Loukia ; Vrontos, Ioannis D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 11, p. 2471-2481
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