Subsampling the distribution of diverging statistics with applications to finance
Patrice Bertail ...
| Year of publication: |
2004
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|---|---|
| Authors: | Bertail, Patrice ; Häfke, Christian ; Politis, Dimitris N. ; White, Halbert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 120.2004, 2, p. 295-326
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| Subject: | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002028637