Bootstrapping forecast intervals in ARCH models
| Year of publication: |
1999
|
|---|---|
| Authors: | Miguel, Jesús ; Olave, Pilar |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 8.1999, 2, p. 345-364
|
| Publisher: |
Springer |
| Subject: | ARCH models | bootstrap method | prediction intervals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759561