Bootstrapping GARCH models under dependent innovations
Year of publication: |
[2024]
|
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Authors: | Beutner, Eric ; Schaumburg, Julia ; Spanjers, Barend |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | GARCH | Dependent Innovations | Residual Block Bootstrap | ARCH-Modell | ARCH model | Bootstrap-Verfahren | Bootstrap approach | Innovation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. TI 2024, 008 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/282905 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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