A bootstrap approach for generalized Autocontour testing...

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Econometric Reviews 2020 / 05

A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

Mazzeu, João Henrique G., González-Rivera, Gloria, Ruiz, Esther, Veiga, Helena
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Journal:
Econometric Reviews
DOI:
10.1080/07474938.2020.1761150
Date:
May, 2020
File:
PDF, 4.22 MB
2020
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