Carlos Trucíos, Luiz Koodi Hotta. Bootstrap prediction in univariate volatility models with leverage effect. Mathematics and Computers in Simulation, 120:91-103, 2016. [doi]
@article{TruciosH16,
title = {Bootstrap prediction in univariate volatility models with leverage effect},
author = {Carlos Trucíos and Luiz Koodi Hotta},
year = {2016},
doi = {10.1016/j.matcom.2015.07.001},
url = {http://dx.doi.org/10.1016/j.matcom.2015.07.001},
researchr = {https://researchr.org/publication/TruciosH16},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {120},
pages = {91-103},
}