(2010). Bootstrapping Stationary ARMA-GARCH Models. Springer Vieweg.Shimizu, K. (2010). Bootstrapping stationary ARMA-GARCH models. Vieweg+Teubner Research.Shimizu, K., 2010. Bootstrapping Stationary ARMA-GARCH Models. Vieweg+Teubner, Wiesbaden....
Interestingly, Spierdijk (2016) fosters the m-out-of-n without-replacement bootstrap to develop confidence intervals for autoregressive-moving average-generalized autoregressive-conditional-heteroscedasticity (ARMA-GARCH) VaR. However, this study develops a Bayesian approach to bootstrapping the Seasonal ...
Interestingly, Spierdijk (2016) fosters the m-out-of-n without-replacement bootstrap to develop confidence intervals for autoregressive-moving average-generalized autoregressive-conditional-heteroscedasticity (ARMA-GARCH) VaR. However, this study develops a Bayesian approach to bootstrapping the Seasonal ...