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

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dc.contributor.authorBertail, Patriceca
dc.contributor.authorHaefke, Christianca
dc.contributor.authorPolitis, Dimitris N.ca
dc.contributor.authorWhite, Halbertca
dc.contributor.otherUniversitat Pompeu Fabra. Departament d'Economia i Empresaca
dc.date.issued2001-12-01ca
dc.date.modified2016-09-29T02:50:19Zca
dc.format.mimetypeapplication/pdfca
dc.identifierhttps://econ-papers.upf.edu/ca/paper.php?id=599ca
dc.identifier.citationJournal of Econometrics, 120, (2004), pp. 295-326ca
dc.identifier.urihttp://hdl.handle.net/10230/1218ca
dc.language.isoengca
dc.relation.ispartofseriesEconomics and Business Working Papers Series; 599ca
dc.rightsL'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.accessRightsinfo:eu-repo/semantics/openAccessca
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/ca
dc.subject.keywordStatistics, Econometrics and Quantitative Methodsca
dc.subject.keywordresampling methodsca
dc.subject.keywordextreme value statisticsca
dc.subject.keywordvalue at riskca
dc.subject.keywordportofolio selectionca
dc.titleA subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risksca
dc.typeinfo:eu-repo/semantics/workingPaperca

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