Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/240546
Year of Publication: 
2019
Series/Report no.: 
PhD Series No. 197
Publisher: 
University of Copenhagen, Department of Economics, Copenhagen
Abstract: 
The bootstrap is a promising simulation tool that can help to solve complicated statistical problems with no tractable solution. Specifically, the fundamental idea of the bootstrap is to use re-sampling methods to approximate otherwise unknown properties of an estimator. This thesis investigates bootstrap methods for financial and economic time series to do forecasting. The results are presented in three self-contained parts which include theory, simulations, and empirics for the implemented bootstrap method.
Document Type: 
Doctoral Thesis

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