Title of article

Bootstrap prediction intervals for ARCH models

Author/Authors

Jonathan J. Reeves، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

12

From page

237

To page

248

Keywords

Forecasting , resampling , Non-Gaussian time series , GARCH

Journal title

International Journal of Forecasting

Serial Year

2005

Journal title

International Journal of Forecasting

Record number

179143