Bootstrapping forecast intervals in ARCH models (Q1969428)
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scientific article; zbMATH DE number 1416276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping forecast intervals in ARCH models |
scientific article; zbMATH DE number 1416276 |
Statements
Bootstrapping forecast intervals in ARCH models (English)
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13 June 2000
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ARCH model
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bootstrap method
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prediction intervals
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