Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994)
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scientific article; zbMATH DE number 7192114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust bootstrap forecast densities for GARCH returns and volatilities |
scientific article; zbMATH DE number 7192114 |
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Robust bootstrap forecast densities for GARCH returns and volatilities (English)
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22 April 2020
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BM estimator
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outliers
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smooth bootstrap
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variance targeting
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winsorized bootstrap
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