The Fixed Volatility Bootstrap for a Class of Arch(q ) Models
| Year of publication: |
2018
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 0143-9782, ZDB-ID 1473831-4. - Vol. 39.2018, 6 (05.08.), p. 920-941
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12421 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012094946