To access the full text documents, please follow this link: http://hdl.handle.net/10230/1218
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 |