EGARCHBOOTSTRAP—Bootstrapping EGARCH Model

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

EGARCHBOOTSTRAP—Bootstrapping EGARCH Model

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EGARCHBOOTSTRAP.RPF is an example of bootstrapping an EGARCH model for forecasting variance out-of-sample and/or producing a bootstrapped sample.

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Last bumped by TomDoan on Wed Jul 31, 2024 7:27 am.
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