Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
| Year of publication: |
1998
|
|---|---|
| Authors: | Kim, Chang-Jin ; Nelson, Charles R. ; Startz, Richard |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 5.1998, 2, p. 131-154
|
| Publisher: |
Elsevier |