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ARCH models in Python
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Reading around the topic, if I understand correctly there are some technical caveats to the way this library computes CIs for block bootstrap methods. I wanted to check if you...
Bootstrap classes (`IIDBootstrap`, `StationaryBootstrap` etc) support the `conf_int` method which allows to build confidence intervals. This can also be used (subject no doubt to some technical caveats/trade-offs depending on the...