Matches in SemOpenAlex for { <https://semopenalex.org/work/W1480491538> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W1480491538 endingPage "669" @default.
- W1480491538 startingPage "659" @default.
- W1480491538 abstract "A series of returns are often modeled using stochastic volatility models. Many observed financial series exhibit unit-root non-stationarybehavior in the latent AR(1) volatility process and tests for a unit-rootbecome necessary, especially when the error process of the returns iscorrelated with the error terms of the AR(1) process. In this paper, wedevelop a class of priors that assigns positive prior probability on thenon-stationary region, employ credible interval for the test, and showthat Markov Chain Monte Carlo methods can be implemented usingstandard software. Several practical scenarios and real examples areexplored to investigate the performance of our method." @default.
- W1480491538 created "2016-06-24" @default.
- W1480491538 creator A5004296576 @default.
- W1480491538 creator A5048023213 @default.
- W1480491538 creator A5069056525 @default.
- W1480491538 date "2013-06-01" @default.
- W1480491538 modified "2023-09-26" @default.
- W1480491538 title "BAYESIAN UNIT-ROOT TESTING INSTOCHASTIC VOLATILITY MODELS WITHCORRELATED ERRORS" @default.
- W1480491538 hasPublicationYear "2013" @default.
- W1480491538 type Work @default.
- W1480491538 sameAs 1480491538 @default.
- W1480491538 citedByCount "0" @default.
- W1480491538 crossrefType "journal-article" @default.
- W1480491538 hasAuthorship W1480491538A5004296576 @default.
- W1480491538 hasAuthorship W1480491538A5048023213 @default.
- W1480491538 hasAuthorship W1480491538A5069056525 @default.
- W1480491538 hasConcept C105795698 @default.
- W1480491538 hasConcept C107673813 @default.
- W1480491538 hasConcept C111350023 @default.
- W1480491538 hasConcept C11413529 @default.
- W1480491538 hasConcept C149782125 @default.
- W1480491538 hasConcept C177769412 @default.
- W1480491538 hasConcept C195561663 @default.
- W1480491538 hasConcept C33923547 @default.
- W1480491538 hasConcept C41008148 @default.
- W1480491538 hasConcept C85393063 @default.
- W1480491538 hasConcept C91602232 @default.
- W1480491538 hasConcept C98763669 @default.
- W1480491538 hasConceptScore W1480491538C105795698 @default.
- W1480491538 hasConceptScore W1480491538C107673813 @default.
- W1480491538 hasConceptScore W1480491538C111350023 @default.
- W1480491538 hasConceptScore W1480491538C11413529 @default.
- W1480491538 hasConceptScore W1480491538C149782125 @default.
- W1480491538 hasConceptScore W1480491538C177769412 @default.
- W1480491538 hasConceptScore W1480491538C195561663 @default.
- W1480491538 hasConceptScore W1480491538C33923547 @default.
- W1480491538 hasConceptScore W1480491538C41008148 @default.
- W1480491538 hasConceptScore W1480491538C85393063 @default.
- W1480491538 hasConceptScore W1480491538C91602232 @default.
- W1480491538 hasConceptScore W1480491538C98763669 @default.
- W1480491538 hasIssue "6" @default.
- W1480491538 hasLocation W14804915381 @default.
- W1480491538 hasOpenAccess W1480491538 @default.
- W1480491538 hasPrimaryLocation W14804915381 @default.
- W1480491538 hasRelatedWork W111384320 @default.
- W1480491538 hasRelatedWork W1966272785 @default.
- W1480491538 hasRelatedWork W1980040813 @default.
- W1480491538 hasRelatedWork W2034310972 @default.
- W1480491538 hasRelatedWork W2040776350 @default.
- W1480491538 hasRelatedWork W2055647384 @default.
- W1480491538 hasRelatedWork W2060180654 @default.
- W1480491538 hasRelatedWork W2079990952 @default.
- W1480491538 hasRelatedWork W2086335099 @default.
- W1480491538 hasRelatedWork W2087582661 @default.
- W1480491538 hasRelatedWork W2105572454 @default.
- W1480491538 hasRelatedWork W2147287258 @default.
- W1480491538 hasRelatedWork W2160709482 @default.
- W1480491538 hasRelatedWork W2242062224 @default.
- W1480491538 hasRelatedWork W2264261968 @default.
- W1480491538 hasRelatedWork W2276500586 @default.
- W1480491538 hasRelatedWork W2346730817 @default.
- W1480491538 hasRelatedWork W2612910500 @default.
- W1480491538 hasRelatedWork W2991067894 @default.
- W1480491538 hasRelatedWork W562833862 @default.
- W1480491538 hasVolume "42" @default.
- W1480491538 isParatext "false" @default.
- W1480491538 isRetracted "false" @default.
- W1480491538 magId "1480491538" @default.
- W1480491538 workType "article" @default.