Pages that link to "Item:Q1744731"
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The following pages link to New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731):
Displayed 4 items.
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681) (← links)
- Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series (Q5083537) (← links)