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

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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