Installation
About
Bootstrap forecast densities for GARCH (Generalized Autoregressive Conditional Heteroskedastic) returns and volatilities using the robust residual-based bootstrap procedure of Trucios, Hotta and Ruiz (2017) doi:10.1080/00949655.2017.1359601.
Key Metrics
Downloads
| Last 24 hours | 3 -67% |
| Last 7 days | 55 +67% |
| Last 30 days | 194 +6% |
| Last 90 days | 534 -2% |
| Last 365 days | 2.256 -31% |