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Bootstrapping GARCH models under dependent innovations

Crossref DOI link: https://doi.org/10.1007/s10182-026-00560-x

Published Online: 2026-05-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Beutner, Eric

Schaumburg, Julia

Spanjers, Barend https://orcid.org/0009-0004-1637-0708
Funding

Funding for this research was provided by:

Dutch National Science Foundation (VI.VIDI.191.169)
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Text and Data Mining valid from 2026-05-04

Version of Record valid from 2026-05-04
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Article History

Received: 19 August 2025

Accepted: 9 April 2026

First Online: 4 May 2026