Testing for mean reversion in heteroskedastic data based on...

Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization

Chang-Jin Kim, Charles R. Nelson, Richard Startz
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
5
Year:
1998
Language:
english
DOI:
10.1016/s0927-5398(97)00015-7
File:
PDF, 396 KB
english, 1998
Conversion to is in progress
Conversion to is failed