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Title:	A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Author:	Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
Other authors:	Universitat Pompeu Fabra. Departament d'Economia i Empresa
Subject(s):	-Statistics, Econometrics and Quantitative Methods -resampling methods -extreme value statistics -value at risk -portofolio selection
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 http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Document type:	Working Paper
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