Residual-based GARCH bootstrap and second order asymptotic refinement
Minsoo Jeong
| Year of publication: |
June 2017
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|---|---|
| Authors: | Jeong, Minsoo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 3, p. 779-790
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| Subject: | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Addentum enthalten in: Vol. 34, No. 3, June 2018, Seite 704 |
| Other identifiers: | 10.1017/S0266466616000104 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810204