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Applied Economics Letters Volume 13, 2006 - Issue 1
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Original Articles

Bootstrapping prediction intervals on stochastic volatility models

Yun-Huan Lee Graduate Institute of Statistics, National Central University, Chungli, Taiwan
&
Tsai-Hung Fan Graduate Institute of Statistics, National Central University, Chungli, TaiwanCorrespondence[email protected]
Pages 41-45 | Published online: 01 Sep 2006

References

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