Pages that link to "Item:Q1969428"

The following pages link to Bootstrapping forecast intervals in ARCH models (Q1969428):

Displaying 9 items.

• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
• New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
• Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
• Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)