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

Published online by Cambridge University Press:  17 May 2018

Minsoo Jeong
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Abstract

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Information

Type
ADDENDUM
Information
Econometric Theory , Volume 34 , Issue 3 , June 2018 , pp. 704
Copyright
Copyright © Cambridge University Press 2018 

References

REFERENCE

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