Bootstrap prediction in univariate volatility models with leverage effect (Q2228747)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction in univariate volatility models with leverage effect |
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Bootstrap prediction in univariate volatility models with leverage effect (English)
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19 February 2021
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interval prediction
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volatility interval prediction
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interval prediction and outlier
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interval prediction in EGARCH model
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interval prediction in GJR-GARCH model
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