"Bootstrapping Stationary ARMA-GARCH Models"

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Book	Author(s)	Year	Publisher
Bootstrapping Stationary ARMA-GARCH Models	Kenichi Shimizu	2010	Vieweg+Teubner Verlag
Bootstrapping stationary ARMA-GARCH models	Shimizu K.	2010	Vieweg
Properties of batch means from stationary ARMA time series	Keebom Kang	1986	Naval Postgraduate School;Available from National Technical Information Service
GARCH Models: Structure, Statistical Inference and Financial Applications	Christian Francq, Jean-Michel Zakoian	2010	Wiley
GARCH Models - Structure, Statistical Inferenceand Financial Applications, 2nd Edition	Christian Francq	2019	John Wiley & Sons
Bootstrapping	Jeffrey Cornwall	2009	Pearson Prentice Hall
Bootstrapping	Michael Bell; Karen Fairbanks; Scott Marble; Reinhold Martin; Tom Buresh	2005	Regents of the University of Michigan A. Alfred Taubman College of Architecture and Urban Planning
Optimal instrumental variables estimation for ARMA models	Guido M. Kuersteiner	1999	Dept. of Economics, Massachusetts Institute of Technology
Strategic bootstrapping	Rutherford, Matthew W	2015	Business Expert Press
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications	David Ardia	2008	Springer Berlin Heidelberg
Non-stationary infinite server models and their relatives	Donald Paul Gaver	1978	Naval Postgraduate School
Arma virumque	Robert Withington	1917	The Hampshire Bookshop, Inc.
Inter arma	Lauren Shufran	2013	Fence Books
ARMA modeling	Gurhan Kayahan	1988
A note on the derivation of theoretical autocovariances for ARMA models	Edward McKenzie	1984	Naval Postgraduate School;Available from National Technical Information Service
ARMA Model Identification	ByoungSeon Choi	1992	Springer New York
El arma secreta	José M. Fernández Pequeño	2014	Editora Nacional
Leo la arma	Patricia Schröder	2008	Edelvives
Bootstrapping Trust in Modern Computers	Bryan Parno; Jonathan M. McCune; Adrian Perrig	2011	Springer New York
Stationary engineering	Joseph G. Branch	1908	Rand, McNally
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Bootstrapping Garch(1, 1) Models	G. Maercker	Decision Technologies for Computational Finance: Proceedings of the fifth International Conference Computational Finance	Apostolos-Paul N. Refenes; Andrew N. Burgess; John E. Moody	1998	Springer US
Stationary Univariate ARMA Models		The Mathematics of Financial Modeling and Investment Management	Sergio M. Focardi, Frank J. Fabozzi CFA	2004	Wiley
Stationary Multivariate ARMA Models		The Mathematics of Financial Modeling and Investment Management	Sergio M. Focardi, Frank J. Fabozzi CFA	2004	Wiley
562 Stationary ARMA models 111		Time Series Analysis by State Space Methods (Oxford Statistical Science Series)	James Durbin, Siem Jan Koopman	2001	Oxford University Press
ARMA Models for Stationary Time Series	Terence C. Mills	Applied Time Series Analysis	Terence Mills	2019	Academic Press
Stationary ARMA Processes	Peter J. Brockwell; Richard A. Davis	Time Series: Theory and Methods	Peter J. Brockwell; Richard A. Davis	2nd ed. 1991. 2nd printing 2009	Springer New York
Stationary ARMA Processes	Peter J. Brockwell; Richard A. Davis	Time Series: Theory and Methods	Peter J. Brockwell; Richard A. Davis	1987	Springer New York
Stationary ARMA processes		Time Series Analysis	James D. Hamilton	1994	Princeton University Press
Parametric ARMA(p, q)- GARCH(r, s) Models	Kenichi Shimizu	Bootstrapping Stationary ARMA-GARCH Models	Kenichi Shimizu	2010	Vieweg+Teubner Verlag
GARCH Models	David Ruppert; David S. Matteson	Statistics and Data Analysis for Financial Engineering: with R examples	David Ruppert; David S. Matteson	2nd ed. 2015	Springer New York
GARCH Models	David Ruppert	Statistics and Data Analysis for Financial Engineering	David Ruppert	2011	Springer New York
GARCH Models	David Ruppert	Statistics and Finance: An Introduction	David Ruppert	2004	Springer New York
GARCH Models		GARCH Models: Structure, Statistical Inference and Financial Applications	Christian Francq, Jean-Michel Zakoian	2010	Wiley
GARCH Models		Chinese stock markets: a research handbook /	Su, Dongwei.	[2003], ©2003.	World Scientific Pub.,
Bootstrapping Some Statistics Useful in Identifying ARMA Models	Efstathios Paparoditis	Bootstrapping and Related Techniques: Proceedings of an International Conference, Held in Trier, FRG, June 4-8, 1990	Karl-Heinz Jöckel; Günther Rothe; Wolfgang Sendler	1992	Springer Berlin Heidelberg
Other Financial Models: From ARMA to the GARCH Family		Mathematics of the Financial Markets - Financial Instruments and Derivatives Modeling, Valuationand Risk Issues	Alain Ruttiens	2013	John Wiley & Sons
ARMA Models	Peter J. Brockwell; Richard A. Davis	Introduction to Time Series and Forecasting	Peter J. Brockwell; Richard A. Davis	1996	Springer New York
ARMA Models	Peter J. Brockwell; Richard A. Davis	Introduction to Time Series and Forecasting	Peter J. Brockwell; Richard A. Davis	3rd ed. 2016	Springer International Publishing
ARMA models	Sotiris Tsolacos; Mark Andrew	Applied Quantitative Analysis for Real Estate	Sotiris Tsolacos; Mark Andrew	2020	Routledge
ARMA Models	Wayne A. Woodward; Bivin P. Sadler; Stephen D. Robertson	Time Series for Data Science	Wayne A. Woodward; Bivin Philip Sadler; Stephen Robertson	2022	Routledge
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