Bootstrapping forecast intervals in ARCH models

Jesús Miguel () and Pilar Olave

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, vol. 8, issue 2, 345-364

Keywords: ARCH models; bootstrap method; prediction intervals; 62M20; 62G09; 62E25 (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1007/BF02595875

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