Using bootstrap in some volatility models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F00%3A00001598" target="_blank" >RIV/00216208:11320/00:00001598 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Using bootstrap in some volatility models
Original language description
Models of time series with stochastic variance are considered and the monthly volatility is estimated by means of bootstrap. Asymptotic properties of estimators are established.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F97%2F1163" target="_blank" >GA201/97/1163: Models of structural changes and related problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2000
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
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e-ISSN
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Volume of the periodical
7
Issue of the periodical within the volume
11
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
11
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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