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~isPartOf:"International economic review"
~isPartOf:"Journal of forecasting"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Balakrishna, N."
~person:"Hambuckers, Julien"
~subject:"Bootstrap approach"
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Bootstrap approach
Bootstrap-Verfahren
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Balakrishna, N.
Hambuckers, Julien
Bertail, Patrice
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International economic review
Journal of forecasting
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
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2
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
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