Bootstrapping nonparametric estimators of the volatility function
Jürgen Franke; Michael H. Neumann; Jean-Pierre Stockis
| Year of publication: |
2004
|
|---|---|
| Authors: | Franke, Jürgen ; Neumann, Michael H. ; Stockis, Jean-Pierre |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 118.2004, 1/2, p. 189-218
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001823125