A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks
Christian Haefke (),
Dimitris N, Politis and
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Patrice Bertail: Crest
Dimitris N, Politis: Crest
No 2002-40, Working Papers from Center for Research in Economics and Statistics
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Working Paper: A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk (2000)
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