Garch Bootstrap forecast

[papa]

Dear all,
Please, I am using the rugarch package for forecasting. Any one have references to the technical know-how and  interpreting the result of the Garch Bootsrap forecast.
I would also like to have information on the Rolling estimation output ie its interpretation. Hope to hearing from you all.
Kind regards
Papa
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[Bob]

There is extensive documentation available on R Cran including:
http://cran.r-project.org/web/packages/rugarch/rugarch.pdf

and also a very nice vignette here that explains what the rolling
estimation does (section 5):
http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf


On Wed, Jan 18, 2012 at 11:39 AM, Papa Senyo <[hidden email]> wrote:

> Dear all,
> Please, I am using the rugarch package for forecasting. Any one have
> references to the technical know-how and  interpreting the result of the
> Garch Bootsrap forecast.
> I would also like to have information on the Rolling estimation output ie
> its interpretation. Hope to hearing from you all.
> Kind regards
> Papa
>        [[alternative HTML version deleted]]
>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

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[financial engineer]

hi,has anyone used the ARFIMA models in the rugarch package for time series forecasting. If so, how good/robust have your results been. also, has anybody used it with high-frequency returns on equity indices. any comments/thoughts would be appreciated.thanks,Bobby
 > Date: Wed, 18 Jan 2012 13:08:11 -0500

> From: [hidden email]
> To: [hidden email]
> CC: [hidden email]
> Subject: Re: [R-SIG-Finance] Garch Bootstrap forecast
>
> There is extensive documentation available on R Cran including:
> http://cran.r-project.org/web/packages/rugarch/rugarch.pdf
>
> and also a very nice vignette here that explains what the rolling
> estimation does (section 5):
> http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf
>
>
> On Wed, Jan 18, 2012 at 11:39 AM, Papa Senyo <[hidden email]> wrote:
>
> > Dear all,
> > Please, I am using the rugarch package for forecasting. Any one have
> > references to the technical know-how and  interpreting the result of the
> > Garch Bootsrap forecast.
> > I would also like to have information on the Rolling estimation output ie
> > its interpretation. Hope to hearing from you all.
> > Kind regards
> > Papa
> >        [[alternative HTML version deleted]]
> >
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

     
        [[alternative HTML version deleted]]

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