Time-varying performance of international mutual funds
Year of publication: |
2012
|
---|---|
Authors: | Turtle, H.J. ; Zhang, Chengping |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 19.2012, 3, p. 334-348
|
Publisher: |
Elsevier |
Subject: | Mutual fund performance | Regime-switching models | Fixed transition probabilities | Forecasting |
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