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language:"eng"
subject:"Welt"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"Panel"
~subject:"Statistische Verteilung"
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Estimation theory
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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