A Bootstrap Approach for Generalized Autocontour Testing Implications for Vix Forecast Densities

AuthID
 P-00S-6EM
4
Author(s)
Gonzalez Rivera, G
·
Tipo de Documento
Article in Press
Year published
2020
Publicado
in ECONOMETRIC REVIEWS, ISSN: 0747-4938
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Publication Identifiers
SCOPUS: 2-s2.0-85085278996
Wos: WOS:000534163700001
Source Identifiers
ISSN: 0747-4938
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