The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518): Difference between revisions
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scientific article; zbMATH DE number 6980383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models |
scientific article; zbMATH DE number 6980383 |
Statements
The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (English)
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16 November 2018
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fixed volatility bootstrap
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hypothesis testing
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