Bootstrap prediction for returns and volatilities in GARCH models (Q959315)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction for returns and volatilities in GARCH models |
scientific article |
Statements
Bootstrap prediction for returns and volatilities in GARCH models (English)
0 references
11 December 2008
0 references
time series
0 references
non-Gaussian distributions
0 references
nonlinear models
0 references
resampling methods
0 references
