Bootstrapping autoregression under non-stationary volatility
Year of publication: |
2008
|
---|---|
Authors: | Xu, Ke-li |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 1, p. 1-26
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
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