"Finite-sample bootstrap inference in GARCH models with heavy-tailed ..."

Richard Luger (2012)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2011.08.008

access: closed

type: Journal Article

metadata version: 2020-02-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/Luger12
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/Luger12
Richard Luger:
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. Comput. Stat. Data Anal. 56(11): 3198-3211 (2012)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.