Bayesian unit-root testing in stochastic volatility models

Keyphrases

• Stochastic Volatility Model 100%
• Unit Root Test 100%
• Taiwan 33%
• Copyright 33%
• Article Use 33%
• Markov Chain Monte Carlo Methods 33%
• Volatility 33%
• Non-stationarity 33%
• Market Index 33%
• Testing Procedures 33%
• American Statistical Association 33%
• Posterior Odds Ratio 33%
• Unit Root Hypothesis 33%

Mathematics

• Bayesian 100%
• Stochastic Volatility Model 100%
• Markov Chain Monte Carlo Method 50%
• Unit Root Test 50%
• Moderate Sample Size 50%
• Posterior Odds Ratio 50%
• Testing Procedure 50%