Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538): Difference between revisions
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Revision as of 14:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes |
scientific article |
Statements
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (English)
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27 July 2011
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financial time series
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volatility forecasting
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bootstrap
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non-Gaussian distribution
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