Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization
- 1 October 1998
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 5 (4) , 385-396
- https://doi.org/10.1016/s0927-5398(98)00006-1
Abstract
No abstract availableKeywords
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