RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016)

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scientific article; zbMATH DE number 6763398
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RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT
scientific article; zbMATH DE number 6763398

    Statements

    title
    RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (English)
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    author
    Minsoo Jeong
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    publication date
    22 August 2017
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    cites work
    Q5309193
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    Q3763391
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G09
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    62E20
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    zbMATH DE Number
    6763398
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