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Effects of parameter estimation on prediction densities: a bootstrap approach

, , and . International Journal of Forecasting, 17 (1): 83--103 (00 2001)

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Bootstrap prediction for returns and volatilities in GARCH models, , and . Computational Statistics & Data Analysis, 50 (9): 2293--2312 (May 1, 2006)Bootstrap predictive inference for ARIMA processes, , and . Journal of Time Series Analysis, 25 (4): 449--465 (183 07 2004)doi: 10.1111/j.1467-9892.2004.01713.x.Effects of parameter estimation on prediction densities: a bootstrap approach, , and . International Journal of Forecasting, 17 (1): 83--103 (00 2001)Bootstrapping Financial Time Series, and . Journal of Economic Surveys, 16 (3): 271--300 (182 07 2002)doi: 10.1111/1467-6419.00170.Bootstrap prediction intervals for power-transformed time series, , and . International Journal of Forecasting, 21 (2): 219--235 (00 2005)