Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Jin-yu ; Li, Yong ; Chen, Zhu-ming |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 41.2013, 1, p. 89-100
|
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Bayes-Statistik | Bayesian inference |
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