Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes

DOI10.1002/for.1197zbMath1217.91140OpenAlexW2068799179MaRDI QIDQ3018538

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Publication date: 27 July 2011

Published in: (Search for Journal in Brave)

Full work available at URL: http://dyuthi.cusat.ac.in/purl/2856

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