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
Yesterday | 3 |
Last 7 days | 13 -59% |
Last 30 days | 163 -19% |
Last 90 days | 771 +40% |
Last 365 days | 2.453 -13% |