Pages that link to "Item:Q959315"

The following pages link to Bootstrap prediction for returns and volatilities in GARCH models (Q959315):

Displaying 46 items.

• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
• Practical implications of higher moments in risk management (Q413990) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Implied volatility in oil markets (Q961396) (← links)
• An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
• Minimum distance estimation of GARCH(1,1) models (Q1010531) (← links)
• Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
• Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573) (← links)
• Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
• Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
• Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
• A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
• The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
• On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
• New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
• A justification of conditional confidence intervals (Q2044389) (← links)
• Bootstrap inference for network vector autoregression in large-scale social network (Q2132057) (← links)
• Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
• Bootstrap prediction in univariate volatility models with leverage effect (Q2228747) (← links)
• Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality (Q2339418) (← links)
• Structured factor copula models: theory, inference and computation (Q2350038) (← links)
• On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← 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)
• Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
• Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
• An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975) (← links)
• Using Conditional Kernel Density Estimation for Wind Power Density Forecasting (Q4916439) (← links)
• Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk (Q4960660) (← links)
• Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
• Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
• Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach (Q5106937) (← links)
• Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
• Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
• Tail-weighted measures of dependence (Q5130181) (← links)
• Backtesting extreme value theory models of expected shortfall (Q5234339) (← links)
• Bootstrapping Periodic State-Space Models (Q5252835) (← links)
• RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
• A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
• Estimation of final standings in football competitions with a premature ending: the case of COVID-19 (Q6107418) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
• Change-point analysis in financial networks (Q6541554) (← links)
• Risk Measure Inference (Q6616627) (← links)
• Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors (Q6664649) (← links)