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| dc.contributor | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
|---|---|
| dc.contributor.author | Bertail, Patrice |
| dc.contributor.author | Haefke, Christian |
| dc.contributor.author | Politis, Dimitris N. |
| dc.contributor.author | White, Halbert |
| dc.date | 2001-12-01 |
| dc.identifier.citation | 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 | application/pdf |
| dc.language.iso | eng |
| dc.relation | 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 | info:eu-repo/semantics/openAccess |
| dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| dc.subject | Statistics, Econometrics and Quantitative Methods |
| dc.subject | resampling methods |
| dc.subject | extreme value statistics |
| dc.subject | value at risk |
| dc.subject | portofolio selection |
| 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 |
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