RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM (Q4643228)
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scientific article; zbMATH DE number 6872456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM |
scientific article; zbMATH DE number 6872456 |
Statements
RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM (English)
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24 May 2018
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residual-based bootstrap
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generalized autoregressive conditional heteroscedasticity
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econometrics
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