Pure return persistence, Hurst exponents and hedge fund selection – A practical note
Crossref DOI link: https://doi.org/10.1057/jam.2016.7
Published Online: 2016-09-28
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Auer, Benjamin R
License valid from 2016-09-01