Bootstrapping nonparametric estimators of the volatility function.
type: Item
instance of: scholarly article
title: Bootstrapping nonparametric estimators of the volatility function.
zbMATH Open document ID: 1033.62039
DOI: 10.1016/S0304-4076(03)00140-4
author: Jürgen Franke
author: Michael H. Neumann
author: Jean-Pierre Stockis
published in: Journal of Econometrics
publication date: 2004-01-26T00:00:00Z
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 2032701
zbMATH Keywords: ARCH process
zbMATH Keywords: Bootstrap
zbMATH Keywords: Confidence band
zbMATH Keywords: Nonparametric estimates
zbMATH Keywords: Volatility
MaRDI profile type: MaRDI publication profile
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full work available at URL: s0304-4076(03)00140-4
OpenAlex ID: W1971725623
description: scientific article; zbMATH DE number 2032701