Zeynep I. KALAYLIOĞLU, Burak BOZDEMİR, Sujit K. GHOSH

BAYESIAN UNIT-ROOT TESTING IN STOCHASTIC VOLATILITY MODELS WITH CORRELATED ERRORS

BAYESIAN UNIT-ROOT TESTING IN STOCHASTIC VOLATILITY MODELS WITH CORRELATED ERRORS

Hacettepe Journal of Mathematics and Statistics

2013-Cilt: 42 - Sayı: 6

659-669

77 62