uGARCHboot-class: class: Univariate GARCH Bootstrap Class
Description
Class for the univariate GARCH Bootstrap based Forecasts.Objects from the Class
A virtual Class: No objects may be created from it.Extends
Class "GARCHboot", directly.
Class "rGARCH", by class "GARCHboot", distance 2.References
Pascual, L., Romo, J. and Ruiz, E. 2004, Bootstrap predictive inference for
ARIMA processes, Journal of Time Series Analysis.
Pascual, L., Romo, J. and Ruiz, E. 2006, Bootstrap prediction for returns and
volatilities in GARCH models, Computational Statistics and Data Analysis.See Also
Classes uGARCHforecast, uGARCHfit and
uGARCHspec.