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
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