Pages that link to "Item:Q2769703"
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The following pages link to Volatility estimation and bootstrap (Q2769703):
Displaying 4 items.
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Bootstrap prediction for returns and volatilities in GARCH models (Q959315) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)