Title of article
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization
Author/Authors
Chang-Jin Kim، نويسنده , , Charles R. Nelson، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1998
Pages
12
From page
385
To page
396
Journal title
Journal of Empirical Finance
Serial Year
1998
Journal title
Journal of Empirical Finance
Record number
130635
Link To Document