Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (Q2979589)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap forecast intervals for asymmetric volatilities via EGARCH model |
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Bootstrap forecast intervals for asymmetric volatilities via EGARCH model (English)
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25 April 2017
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asymmetric volatility
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bootstrapping
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EGARCH model
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volatility forecasting
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