Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Year of publication: |
2002-11
|
---|---|
Authors: | Gonçalves, Sílvia ; Kilian, Lutz |
Institutions: | European Central Bank |
Subject: | GARCH | pairwise bootstrap | robust inference | stochastic volatility | wild bootstrap |
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
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Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
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