A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks

Bertail ; Haefke ; Politis ; White, Patrice ; Christian ; Dimitris N, ; Halbert
Additional contact information
Bertail ; Haefke ; Politis ; White, Patrice ; Christian ; Dimitris N, ; Halbert: Crest
Authors registered in the RePEc Author Service: Halbert White and Christian Haefke ()

Working Papers from Centre de Recherche en Economie et Statistique

Keywords: optimal; matching (search for similar items in EconPapers)
Date: 2002

Downloads: (external link)
http://www.crest.fr/content/blogcategory/21/54/

Related works:
Working Paper: A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk (2000)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:crs:wpaper:2002-40

Access Statistics for this paper

More papers in Working Papers from Centre de Recherche en Economie et Statistique
Contact information at EDIRC.
Series data maintained by André Saux ().