Fusion of statistical hypothesis testing for nonlinearity detection in hedge fund price return

Rim Ennajar Sayadi (1) , Jean-Marc Le Caillec (2) , Gilles Coppin (1, 3)

1 LUSSI - Département Logique des Usages, Sciences sociales et Sciences de l'Information
2 ITI - Département Image et Traitement Information
3 TAMCIC - Traitement Algorithmique et Matériel de la Communication, de l'Information et de la Connaissance

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Domaines: Econométrie de la finance [q-fin.ST]

Rim Ennajar Sayadi, Jean-Marc Le Caillec, Gilles Coppin. Fusion of statistical hypothesis testing for nonlinearity detection in hedge fund price return. 4th International Finance Conference, Mar 2007, Hammamet, Tunisia. ⟨hal-02862194⟩