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

Patrice Bertail, Christian Haefke and Dimitris N. Politis

Year of publication:	06 Feb. 2002 ; [Elektronische Ressource]
Other Persons:	Bertail, Patrice (contributor) ; Häfke, Christian (contributor) ; Politis, Dimitris N. (contributor)
Institutions:	Universitat Pompeu Fabra / Departament d'Economia i Empresa (contributor)
Publisher:	Barcelona : Dep. d'Economia i Empresa, UPF
Subject:	Schätztheorie \| Estimation theory \| Portfolio-Management \| Portfolio selection \| Investitionsrisiko \| Investment risk \| Theorie \| Theory \| Statistische Verteilung \| Statistical distribution

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