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~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Theoretical economics letters"
~subject:"Nonparametric Estimation"
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Nonparametric Estimation
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Bootstrap approach
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CSI 300 Index Futures
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China
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Derivat
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Hong Kong
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Moving Block Bootstrap
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Cheng, Fuxia
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Pan, Zhiyuan
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International journal of economics and financial issues : IJEFI
Theoretical economics letters
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Hedging strategy using copula and nonparametric methods : evidence from China securities index futures
Pan, Zhiyuan
;
Sun, Xianchao
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010519719
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2
Bootstrapping the expected shortfall
Sun, Shuxia
;
Cheng, Fuxia
- In:
Theoretical economics letters
8
(
2018
)
4
,
pp. 685-698
Persistent link: https://www.econbiz.de/10011882103
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