A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023)
From MaRDI portal
scientific article; zbMATH DE number 7484545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities |
scientific article; zbMATH DE number 7484545 |
Statements
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (English)
0 references
4 March 2022
0 references
HAR model
0 references
model evaluation
0 references
multiplicative error model
0 references
PIT
0 references
