Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Per Bjarte Solibakke
| Year of publication: |
2022
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|---|---|
| Authors: | Solibakke, Per Bjarte |
| Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 12.2022, 1/2, p. 197-221
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| Subject: | bootstrapping | conditional heteroscedasticity | equity markets | impulse-response functions | nonlinearity | volatility predictions | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Aktienindex | Stock index | Aktienmarkt | Stock market | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Heteroskedastizität | Heteroscedasticity | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2022.120531 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012939622