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Bootstrapping Stationary ARMA-GARCH Models
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Springer
2010
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-8348-9778-7 http://cds.cern.ch/record/1501061 |
| _version_ | 1780927024208019456 |
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| author | Shimizu, Kenichi |
| author_facet | Shimizu, Kenichi |
| author_sort | Shimizu, Kenichi |
| collection | CERN |
| id | cern-1501061 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2010 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-15010612021-04-21T23:56:56Zdoi:10.1007/978-3-8348-9778-7http://cds.cern.ch/record/1501061engShimizu, KenichiBootstrapping Stationary ARMA-GARCH ModelsMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15010612010 |
| spellingShingle | Mathematical Physics and Mathematics Shimizu, Kenichi Bootstrapping Stationary ARMA-GARCH Models |
| title | Bootstrapping Stationary ARMA-GARCH Models |
| title_full | Bootstrapping Stationary ARMA-GARCH Models |
| title_fullStr | Bootstrapping Stationary ARMA-GARCH Models |
| title_full_unstemmed | Bootstrapping Stationary ARMA-GARCH Models |
| title_short | Bootstrapping Stationary ARMA-GARCH Models |
| title_sort | bootstrapping stationary arma-garch models |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-3-8348-9778-7 http://cds.cern.ch/record/1501061 |
| work_keys_str_mv | AT shimizukenichi bootstrappingstationaryarmagarchmodels |