New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates |
scientific article; zbMATH DE number 6861782
| 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; zbMATH DE number 6861782 |
Statements
New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (English)
0 references
19 April 2018
0 references
financial time series
0 references
prediction
0 references
resampling methods
0 references
Spearman's rank correlation
0 references
0 references
0 references
