Bootstrap based probability forecasting in multiplicative error models
From MaRDI portal
Publication:2224997
DOI10.1016/j.jeconom.2020.01.022zbMath1464.62391OpenAlexW3010104562MaRDI QIDQ2224997
Indeewara Perera, Mervyn J. Silvapullé
Publication date: 4 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.022
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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