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  An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
 
 
Title: An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
Author: Li, Yong
Ni, Zhongxin
Zhang, Jie
Appeared in: Computational economics
Paging: Volume 37 (2011) nr. 3 pages 237-248
Year: 2011
Contents:
Publisher: Springer US, Boston
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 5 found articles
 
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