Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994): Difference between revisions
From MaRDI portal
Latest revision as of 11:08, 22 July 2024
scientific article; zbMATH DE number 7192114
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust bootstrap forecast densities for GARCH returns and volatilities |
scientific article; zbMATH DE number 7192114 |
Statements
Robust bootstrap forecast densities for GARCH returns and volatilities (English)
0 references
22 April 2020
0 references
BM estimator
0 references
outliers
0 references
smooth bootstrap
0 references
variance targeting
0 references
winsorized bootstrap
0 references
0 references
0 references
0 references
0 references
0 references