Class for the univariate GARCH Bootstrap based Forecasts.
A virtual Class: No objects may be created from it.
Class "GARCHboot", directly.
Class "rGARCH", by class "GARCHboot", distance 2.
signature(x = "uGARCHboot"):
extracts various values from object (see note).
signature(x = "uGARCHboot", y = "missing"):
bootstrap forecast plots.
signature(object = "uGARCHboot"):
bootstrap forecast summary.
Alexios Ghalanos
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.
Classes uGARCHforecast, uGARCHfit and
uGARCHspec.