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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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Wiesbaden :
Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag,
2010.
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| Edición: | 1st ed. 2010. |
| Temas: | |
| Acceso en línea: | Texto Completo |