Bootstrap prediction for returns and volatilities in GARCH models

  1. Pascual, L.
  2. Romo, J.
  3. Ruiz, E.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2006

Volume: 50

Issue: 9

Pages: 2293-2312

Type: Article

DOI: 10.1016/J.CSDA.2004.12.008 GOOGLE SCHOLAR
Data source: Scopus