Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model (Q2241116)

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Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
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    Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model (English)
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    8 November 2021
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    US mutual fund performance
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    Bayesian panel model time-varying stochastic heteroskedasticity
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    time-varying covariance
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