Bootstrapping financial time series
Esther Ruiz ; Lorenzo Pascual
| Year of publication: |
2002
|
|---|---|
| Authors: | Ruiz, Esther ; Pascual, Lorenzo |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 16.2002, 3, p. 271-300
|
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic surveys |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686258