Bootstrap prediction for returns and volatilities in GARCH models (Q959315)
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scientific article; zbMATH DE number 5381679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap prediction for returns and volatilities in GARCH models |
scientific article; zbMATH DE number 5381679 |
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Bootstrap prediction for returns and volatilities in GARCH models (English)
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11 December 2008
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time series
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non-Gaussian distributions
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nonlinear models
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resampling methods
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0.9401257
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0.9378364
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0.9001728
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0.8895055
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0.88127506
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0.8790247
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0.8772157
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