Bootstrapping Stationary ARMA-GARCH Models


Stationarity

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Bootstrap prediction for returns and volatilities in GARCH models

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Bootstrapping Stationary ARMA-GARCH Models

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Economics 421/521 - Econometrics - Winter 2011 - Lecture 10 (HD)

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The Annals of Statistics

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An aside on models with regressors (optional)

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Autoregressive conditional heteroskedasticity

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Bibliographic Information

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Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models Bootstrapping Stationary ARMA-GARCH Models
Bootstrapping Stationary ARMA-GARCH Models

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