GARCHBOOT—Bootstrap for univariate GARCH model

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

GARCHBOOT—Bootstrap for univariate GARCH model

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GARCHBOOT.RPF is an example of bootstrapping a GARCH model (for out-of-sample simulation of returns).

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Last bumped by TomDoan on Tue Aug 13, 2024 8:48 am.
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