Bootstrapping Stationary ARMA-GARCH Models
By: by Kenichi Shimizu
Contributors: SpringerLink (Online service)
Publisher: Vieweg+Teubner Verlag / Springer Fachmedien Wiesbaden GmbH, Wiesbaden
Published: 2010
Place of publication: Wiesbaden
Language: eng
Format: [electronic resource] /
ISBN-13: 9783834809926; 9783834897787
Subjects: Mathematics