[R-SIG-Finance] Wild bootstrap

[Chiquoine, Ben]

I was doing some bootstrapping with R a while back and found the
following document helpful. Maybe you will as well. 
http://www.statoo.com/en/publications/bootstrap_scgn_v131.pdf

Ben

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Paulo
Grahl
Sent: Monday, March 29, 2010 5:00 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Wild bootstrap

Dear list members,

I am wondering whether it is possible to use 'boot' package (or any
other) in order to use the wild bootstrap method.
Any help, examples, would be appreciated.
Thanks,
Paulo

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