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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
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Patrice Bertail: Crest
Dimitris N, Politis: Crest

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

Date: 2002
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