unavoidable problem in such broad-spectrum researches, using a rigorous Bootstrap Reality Check procedure. While market …

shape estimates are inefficient unless the threshold is accurately determined. We will apply bootstrap methodology to select …

Fluctuation Analysis). Some of these tests exhibit size distortions in small-samples. It is well known that the bootstrap … long memory such as ARFIMA, p-values are calculated using the post-blackening, moving block bootstrap. The Monte Carlo … studies suggest that the bootstrap critical values perform better. The results are applied to financial return time series. …

analyzed for the case when the break dates are known and for the case when they are endogenously determined. A bootstrap test …

nonstandard ARCH models. We develope parametric and nonparametric bootstrap tests based both on the LM statistic and a neural … problem using bootstrap methods, making possible a better finite-sample estimate of the distribution of the test statistic. A …