Robust bootstrap forecast densities for GARCH returns and volatilities

DOI10.1080/00949655.2017.1359601MaRDI QIDQ132025

Carlos Trucíos, Esther Ruiz Ortega, Luiz K Hotta

Publication date: 4 August 2017

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

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RobGARCHBoot

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