RobGARCHBoot

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Robust Bootstrap Forecast Densities for GARCH Models

Carlos Trucíos

Last update: 17 December 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.0

Cites work

• Robust bootstrap forecast densities for GARCH returns and volatilities

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