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Robust bootstrap forecast densities for GARCH returns and volatilities - MaRDI portal

Robust bootstrap forecast densities for GARCH returns and volatilities (Q132025)

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scientific article
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Robust bootstrap forecast densities for GARCH returns and volatilities
scientific article

    Statements

    volume
    87
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    issue
    16
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    page(s)
    3152-3174
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    publication date
    4 August 2017
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    author
    Carlos Trucíos
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    Luiz K Hotta
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    Esther Ruiz Ortega
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    Identifiers

     
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