"Bootstrap prediction for returns and volatilities in GARCH models."

Lorenzo Pascual, Juan Romo, Esther Ruiz (2006)

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DOI: 10.1016/J.CSDA.2004.12.008

access: closed

type: Journal Article

metadata version: 2022-10-02

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Lorenzo Pascual, Juan Romo, Esther Ruiz:
Bootstrap prediction for returns and volatilities in GARCH models. Comput. Stat. Data Anal. 50(9): 2293-2312 (2006)

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