مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization

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 :

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 :