Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
- 30 June 1998
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 5 (2) , 131-154
- https://doi.org/10.1016/s0927-5398(97)00015-7
Abstract
No abstract availableThis publication has 19 references indexed in Scilit:
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