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An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models
Work
Year: 2011
Type: article
Source: Computational Economics
Authors Yong Li, Zhongxin Ni, Jie Zhang
Institutions Sun Yat-sen University, Shanghai University, Renmin University of China
Cites: 28
Cited by: 3
Related to: 10
FWCI: 0.586
Citation percentile (by year/subfield): 59.81
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed