Bootstrapping Stationary ARMA-GARCH Models
Bootstrap technique is a useful tool for assessing uncertainty in statistical estimation and thus it is widely applied for risk management. Bootstrap is without doubt a promising technique, however, it is not applicable to all time series models. A wrong application could lead to a false decision to...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden :
Vieweg+Teubner,
2010.
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| Online Access: | Full Text via HEAL-Link |
Internet
Full Text via HEAL-LinkΒΚΠ - Πατρα: ALFd
| Call Number: |
330.01 BAU |
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| Copy 1 | Available |
ΒΚΠ - Πατρα: BSC
| Call Number: |
330.01 BAU |
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| Copy 2 | Available |
| Copy 3 | Available |
