New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates |
scientific article |
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New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (English)
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19 April 2018
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financial time series
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prediction
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resampling methods
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Spearman's rank correlation
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