Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776)
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scientific article; zbMATH DE number 7205079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation |
scientific article; zbMATH DE number 7205079 |
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Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (English)
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27 May 2020
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bootstrap method
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exchangeable weights
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GARCH models
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generalized bootstrap
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least absolute deviation estimator
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portmanteau test
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