Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589)

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Bootstrap forecast intervals for asymmetric volatilities via EGARCH model
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    title
    Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (English)
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    author
    Hyeyoung Maeng
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    Dong Wan Shin
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    publication date
    25 April 2017
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    zbMATH DE Number
    6708049
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    zbMATH Keywords
    asymmetric volatility
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    bootstrapping
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    EGARCH model
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    volatility forecasting
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    OpenAlex ID
    W2317557839
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