HOWE, Thomas; POPE, Ralph. Detection of Multiple Beta Shifts in Mutual Fund Returns Data. Journal of Finance Issues, [S. l.], v. 6, n. 2, p. 196–211, 2008. DOI: 10.58886/jfi.v6i2.2397. Disponível em: https://jfi.aof-mbaa.org/index.php/jfi/article/view/2397. Acesso em: 28 may. 2023.