Hostname: page-component-cd9895bd7-p9bg8 Total loading time: 0 Render date: 2024-12-27T16:55:58.147Z Has data issue: false hasContentIssue false
  • English
  • Français

RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM

Published online by Cambridge University Press:  17 May 2018

Minsoo Jeong
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
ADDENDUM
Information
Econometric Theory , Volume 34 , Issue 3 , June 2018 , pp. 704
Copyright
Copyright © Cambridge University Press 2018 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCE

Jeong, M. (2017) Residual-based GARCH bootstraps and second order asymptotic refinement. Econometric Theory 33, 755–778.CrossRefGoogle Scholar