Subsampling the distribution of diverging statistics with applications to finance
| Year of publication: |
2004
|
|---|---|
| Authors: | Bertail, Patrice ; Haefke, Christian ; Politis, D.N. Dimitris N. ; White, Halbert |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 120.2004, 2, p. 295-326
|
| Publisher: |
Elsevier |