New and Fast Block Bootstrap-Based Prediction Intervals for GARCH(1,1) Process with Application to Exchange Rates
Work
Year: 2017
Type: article
Source: Sankhya A
Institutions Istanbul Medeniyet University, Lehigh University
Cites: 28
Cited by: 7
Related to: 10
FWCI: 1.538
Citation percentile (by year/subfield): 77.11
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder National Science Foundation
Grant ID 1406622