Forecast intervals in ARCH models: bootstrap versus parametric methods

Author: Robio Pilar Olave  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.6, Iss.5, 1999-05, pp. : 323-327

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract