GARCHX-NoVaS : a bootstrap-based approach of forecasting for GARCHX models
Kejin Wu, Sayar Karmakar, Rangan Gupta
| Year of publication: |
2025
|
|---|---|
| Authors: | Wu, Kejin ; Karmakar, Sayar ; Gupta, Rangan |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 7, p. 2151-2169
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| Subject: | bootstrap | GARCH | GARCHX | volatility forecasting | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3286 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464777