The Fixed Volatility Bootstrap for a Class of Arch(q ) Models
Year of publication: |
2018
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Authors: | Cavaliere, Giuseppe ; Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 0143-9782, ZDB-ID 1473831-4. - Vol. 39.2018, 6 (05.08.), p. 920-941
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Publisher: |
Wiley |
Saved in:
Online Resource
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