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~isPartOf:"Journal of forecasting"
~person:"Abraham, Bovas"
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~person:"Winter-Ebmer, Rudolf"
~subject:"Bootstrap-Verfahren"
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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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