RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT
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Publication:5349016
DOI10.1017/S0266466616000104zbMath1392.62265MaRDI QIDQ5349016
Publication date: 22 August 2017
Published in: Econometric Theory (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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