Bootstrapping forecast intervals in ARCH models (Q1969428): Difference between revisions

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+Prediction in dynamic models with time-dependent conditional variances
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+Predicting Using Box-Jenkins, Nonparametric, and Bootstrap Techniques
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+Bootstrap methods: another look at the jackknife
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
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+Information criteria for selecting possibly misspecified parametric models
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+Bootstrap Prediction Intervals for Autoregression
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+Q4869532
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+Publication:1969428