Bootstrapping prediction intervals on stochastic volatility models

Applied Economics Letters

Volumn 13, Issue 1, 2006, Pages 41-45

  Lee, Yun Huan ^a   Fan, Tsai Hung ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

BOOTSTRAPPING; ECONOMIC ANALYSIS; MODEL; PREDICTION;

EID: 31744432896     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500377967     Document Type: Article

References (12)

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