Non-linearity and Mutual Fund Returns: a TAR Approach

Anna Zamojska ()
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Anna Zamojska: University of Gdańsk, Poland

Chapter 11 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2008, vol. 6, pp 151-160 from University of Lodz

Abstract: In Chapter 11 Zamojska applies TAR approach for testing unit roots in returns of mutual funds in Poland concluding that it is a proper method.

Keywords: Non-linearity; Mutual fund returns; TAR model (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2008
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