Pages that link to "Item:Q3018538"
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The following pages link to Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538):
Displaying 12 items.
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589) (← links)
- Using Conditional Kernel Density Estimation for Wind Power Density Forecasting (Q4916439) (← links)
- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed (Q4976488) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
- Change-point analysis in financial networks (Q6541554) (← links)
