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

Document Type: Working paper

Date: 2001-12-01

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Citation: Journal of Econometrics, 120, (2004), pp. 295-326

Permanent link: http://hdl.handle.net/10230/1218

Author: Bertail, Patrice ; Haefke, Christian ; Politis, Dimitris N. ; White, Halbert

Other authors: Universitat Pompeu Fabra. Departament d'Economia i Empresa

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• Economics and Business Working Papers Series: 1718