Applying Block Bootstrap Methods in Silver Prices Forecasting
This article focuses on the presentation of the forecasting possibilities of bootstrap methods used to predict prices based on time series. The aim of the paper was to examine the quality of the forecasts made with the methods for silver futures contracts. In order to achieve the intended goal, ex-...
Saved in:
| Main Author: | Łukasz Sroka |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
2022-01-01
|
| Series: | Ekonometria |
| Online Access: | https://journals.ue.wroc.pl/eada/article/view/958 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Optimised block bootstrap: an efficient variant of circular block bootstrap method with application to South African economic time series data
by: James Daniel, et al.
Published: (2024-10-01) -
Investigating Mortality Uncertainty Using the Block Bootstrap
by: Xiaoming Liu, et al.
Published: (2010-01-01) -
Optimum Block Size in Separate Block Bootstrap to Estimate the Variance of Sample Mean for Lattice Data
by: M. Mohammadzadeh
Published: (2009-12-01) -
Performance Assessment of Sandwich and Block Bootstrap Estimators for Temporally Dependent Bivariate Extremes
by: Alexander Engberg
Published: (2025-05-01) -
Use of Wavelet and Bootstrap Methods in Streamflow Prediction
by: Adnan Bashir, et al.
Published: (2023-01-01)