New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates
Crossref DOI link: https://doi.org/10.1007/s13171-017-0098-2
Published Online: 2017-05-18
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Beyaztas, Beste Hamiye
Beyaztas, Ufuk
Bandyopadhyay, Soutir
Huang, Wei-Min
Funding for this research was provided by:
National Science Foundation (1406622)
Text and Data Mining valid from 2017-05-18
Version of Record valid from 2017-05-18
Article History
Received: 8 August 2016
First Online: 18 May 2017