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Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model.

Emmanuel C. MamatzakisMike G. Tsionas
Published in: Ann. Oper. Res. (2021)
Keyphrases
  • probabilistic model
  • statistical model
  • neural network
  • computational model
  • management system
  • theoretical framework
  • bayesian model
  • case study
  • markov chain
  • experimental data
  • neural network model
  • bayesian formulation