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

Patrice Bertail, Christian Haefke (), Dimitris N, Politis and Halbert White
Additional contact information
Patrice Bertail: Crest
Dimitris N, Politis: Crest

No 2002-40, Working Papers from Center for Research in Economics and Statistics

Date: 2002
References: Add references at CitEc
Citations:

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2002-40.pdf Crest working paper version (application/pdf)

Related works:
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: https://EconPapers.repec.org/RePEc:crs:wpaper:2002-40

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General () and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.