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A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - 2002
Persistent link: https://www.econbiz.de/10001720937
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637