A New and Fast Block Bootstrap Based Prediction Intervals for GARCH Processes with Application to Exchange Rates,

Beyaztaş B., BEYAZTAŞ U., Bandyopadhyay S., Huang W.

The International Conference on Robust Statistics ICORS2016, Cenevre, Switzerland, 04 August 2016, pp.1

  • Publication Type: Conference Paper / Summary Text
  • City: Cenevre
  • Country: Switzerland
  • Page Numbers: pp.1