Pages that link to "Item:Q4556518"

The following pages link to The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518):

Displaying 7 items.

• Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Volatility estimation and bootstrap (Q2769703) (← links)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)