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

dc.contributor.author Bertail, Patriceca
dc.contributor.author Haefke, Christianca
dc.contributor.author Politis, Dimitris N.ca
dc.contributor.author White, Halbertca
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresaca
dc.date.issued 2001-12-01ca
dc.date.modified 2016-09-29T02:50:19Zca
dc.format.mimetype application/pdfca
dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=599ca
dc.identifier.citation Journal of Econometrics, 120, (2004), pp. 295-326ca
dc.identifier.uri http://hdl.handle.net/10230/1218ca
dc.language.iso engca
dc.relation.ispartofseries Economics and Business Working Papers Series; 599ca
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 Commonsca
dc.rights.accessRights info:eu-repo/semantics/openAccessca
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
dc.subject.keyword Statistics, Econometrics and Quantitative Methodsca
dc.subject.keyword resampling methodsca
dc.subject.keyword extreme value statisticsca
dc.subject.keyword value at riskca
dc.subject.keyword portofolio selectionca
dc.title A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risksca
dc.type info:eu-repo/semantics/workingPaperca

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