• Title of article

    Bootstrap prediction for returns and volatilities in GARCH models

  • Author/Authors

    Lorenzo Pascual، نويسنده , , Juan Romo، نويسنده , , Esther Ruiz، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    20
  • From page
    2293
  • To page
    2312
  • Keywords
    Time series , Non-Gaussian distributions , Nonlinear models , Resampling methods
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2006
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    144997

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=144997