A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks

dc.contributor.author	Bertail, Patrice
dc.contributor.author	Haefke, Christian
dc.contributor.author	Politis, Dimitris N.
dc.contributor.author	White, Halbert
dc.contributor.other	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.date.issued	2001-12-01
dc.identifier	https://econ-papers.upf.edu/ca/paper.php?id=599
dc.identifier.citation	Journal of Econometrics, 120, (2004), pp. 295-326
dc.identifier.uri	http://hdl.handle.net/10230/1218
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.relation.ispartofseries	Economics and Business Working Papers Series; 599
dc.rights	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title	A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
dc.type	info:eu-repo/semantics/workingPaper
dc.date.modified	2016-09-29T02:50:19Z
dc.subject.keyword	Statistics, Econometrics and Quantitative Methods
dc.subject.keyword	resampling methods
dc.subject.keyword	extreme value statistics
dc.subject.keyword	value at risk
dc.subject.keyword	portofolio selection
dc.rights.accessRights	info:eu-repo/semantics/openAccess