A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023): Difference between revisions

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Latest revision as of 04:48, 28 July 2024

scientific article; zbMATH DE number 7484545
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English
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities
scientific article; zbMATH DE number 7484545

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    A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (English)
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    4 March 2022
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    HAR model
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    model evaluation
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    multiplicative error model
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    PIT
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