Block Bootstrap Methods and the Choice of Stocks for the Long Run

2011 ◽  
Author(s):  
Philippe Cogneau ◽  
Valeri Zakamouline
Keyword(s):  
Block Bootstrap ◽  
Bootstrap Methods ◽  
Long Run

Block bootstrap methods and the choice of stocks for the long run

2013 ◽  
Vol 13 (9) ◽  
pp. 1443-1457 ◽  
Author(s):  
Philippe Cogneau ◽  
Valeri Zakamouline
Keyword(s):  
Block Bootstrap ◽  
Bootstrap Methods ◽  
Long Run

scholarly journals A comparison of four different block bootstrap methods

2014 ◽  
Vol 5 (2) ◽  
pp. 189-202 ◽  
Author(s):  
Boris Radovanov ◽  
Aleksandra Marcikić
Keyword(s):  
Block Bootstrap ◽  
Bootstrap Methods

A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods

2007 ◽  
Vol 4 (3) ◽  
pp. 292-321 ◽  
Author(s):  
S.N. Lahiri ◽  
K. Furukawa ◽  
Y.-D. Lee
Keyword(s):  
Block Bootstrap ◽  
Bootstrap Methods
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