The specialized book "Bootstrap Methods for Forecasting in (G)ARCH Models" by Marianna Jaskewitz offers a comprehensive analysis of the application of bootstrapping techniques in the forecast calculation of GARCH and ARMA-GARCH models. The study highlights the relevance of these methods for predicting returns in financial markets and provides both theoretical and empirical insights into time series modeling. The author guides readers through the fundamentals of (G)ARCH models and their suitability for modeling return time series. Special attention is given to the challenges arising from the unknown distribution of the predicted values. Furthermore, the bootstrap method is explained in detail, including its adaptations for non-independent distributed data, which is significant for time series analysis. This book is aimed at professionals and students who wish to gain a deeper understanding of modern forecasting techniques in finance.