Bayesian unit-root testing in stochastic volatility models
Mike K. P. So; W. K. Li
| Year of publication: |
1999
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|---|---|
| Authors: | So, Mike Ka-pui ; Li, Wai Keung |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 4, p. 491-496
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| Subject: | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Börsenkurs | Share price | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Theorie | Theory | Südostasien | Southeast Asia | 1981-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001412874