A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test
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Publication:5107751
DOI10.1080/00949655.2020.1711519OpenAlexW2741075812WikidataQ126401870 ScholiaQ126401870MaRDI QIDQ5107751FDOQ5107751
Authors: Davide De Gaetano 
Publication date: 28 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1711519
Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20)
Cites Work
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- Forecasting volatility using combination across estimation windows: an application to S\&P500 stock market index
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