Bootstrapping Autoregression under Non-stationary Volatility (Q3499425)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5281606
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrapping Autoregression under Non-stationary Volatility |
scientific article; zbMATH DE number 5281606 |
Statements
Bootstrapping Autoregression under Non-stationary Volatility (English)
0 references
29 May 2008
0 references
0 references
0 references
0 references
0.8507852554321289
0 references
0.8067594766616821
0 references
0.8029380440711975
0 references
0.7917459011077881
0 references
0.7849858403205872
0 references
