Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Jin-Yu Zhang; Yong Li; Zhu-Ming Chen
| 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 | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009705029