A local unit root test in mean for financial time series (Q5222373)
From MaRDI portal
scientific article; zbMATH DE number 7184642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local unit root test in mean for financial time series |
scientific article; zbMATH DE number 7184642 |
Statements
A local unit root test in mean for financial time series (English)
0 references
1 April 2020
0 references
Bayesian hypothesis testing
0 references
smooth transition
0 references
mean reversion
0 references
unit-root test
0 references
Markov chain Monte Carlo method
0 references
posterior odds ratio
0 references
GARCH
0 references
0 references
0 references
0 references
0 references
