returnsexample

<p>Cryptocurrencies report large returns over time. In this sense and with illustrative purposes, we use Bitcoin daily returns from July 2014 to February 2017.</p>

Bootstrap forecast densities for GARCH (Generalized Autoregressive Conditional Heteroskedastic) returns and volatilities using the robust residual-based bootstrap procedure of Trucios, Hotta and Ruiz (2017) <DOI:10.1080/00949655.2017.1359601>.

Carlos Trucios

returnsexample: Time series returns for illustrative purposes

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