Pages that link to "Item:Q5349016"
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The following pages link to RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016):
Displaying 8 items.
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
