Bootstrapping GARCH models under dependent innovations
Year of publication: |
2024
|
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Authors: | Beutner, Eric ; Schaumburg, Julia ; Spanjers, Barend |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | GARCH | Dependent Innovations | Residual Block Bootstrap |
Series: | Tinbergen Institute Discussion Paper ; TI 2024-008/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1878994034 [GVK] hdl:10419/282905 [Handle] |
Source: |
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