Publication: Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

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Title	Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes
Authors/Editors*	Chen B., Gel, Y., Balakrishna, N. and B. Abraham
Where published*	Journal of Forecasting
How published*	Journal
Year*	2011
Volume	30
Number	1
Pages	51--71
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Abstract