Pages that link to "Item:Q2228747"
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The following pages link to Bootstrap prediction in univariate volatility models with leverage effect (Q2228747):
Displayed 3 items.
- Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Prediction intervals in the beta autoregressive moving average model (Q6050494) (← links)