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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179143
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