Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
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Publication:3018538
DOI10.1002/for.1197zbMath1217.91140MaRDI QIDQ3018538
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Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: http://dyuthi.cusat.ac.in/purl/2856
91B82: Statistical methods; economic indices and measures
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