Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104): Difference between revisions
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Revision as of 01:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations |
scientific article |
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Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (English)
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30 December 2012
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conditional heteroskedasticity
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heavy tails
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weak identification
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parametric bootstrap
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Monte Carlo \(p\)-value
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projection technique
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