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Bootstrap prediction intervals for ARCH models

International Journal of Forecasting, 21(2): 237--248, 2005.
Authors: Jonathan J. Reeves
URL: http://www.sciencedirect.com/science/article/B6V92-4DN1JDC-2/1/ed33987045dde5d209aed03fe8e94a40
Tags: Forecasting
| URL | BibTeX  
@article{Reeves2005,
title = {Bootstrap prediction intervals for ARCH models},
author = {Jonathan J. Reeves},
journal = {International Journal of Forecasting},
month = {00},
number = {2},
pages = {237--248},
url = {http://www.sciencedirect.com/science/article/B6V92-4DN1JDC-2/1/ed33987045dde5d209aed03fe8e94a40},
volume = {21},
year = {2005},
keywords = {Forecasting }
}