Robust bootstrap forecast densities for GARCH returns and volatilities (Q132025)

From MaRDI portal
Revision as of 09:48, 24 April 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust bootstrap forecast densities for GARCH returns and volatilities
scientific article

    Statements

    volume
    87
    0 references
    issue
    16
    0 references
    page(s)
    3152-3174
    0 references
    publication date
    4 August 2017
    0 references
    author
    Carlos Trucíos
    0 references
    Luiz K Hotta
    0 references
    Esther Ruiz Ortega
    0 references

    Identifiers

     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q132025&oldid=187528"
      Powered by MediaWiki