The following pages link to (Q5142069):
Displaying 6 items.
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes (Q3018538) (← links)
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models (Q5073387) (← links)
- Computational Science - ICCS 2004 (Q5712718) (← links)
