Bootstrapping Stationary ARMA-GARCH Models

Bootstrapping Stationary ARMA-GARCH Models

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Bibliographic Details
Main Author: Shimizu, Kenichi
Corporate Author: SpringerLink (Online service)
Format: Electronic Kit Book
Language:English
Published: Wiesbaden Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2010
Subjects:
Mathematics
Mathematics, general
Online Access:http://dx.doi.org/10.1007/978-3-8348-9778-7

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