A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
by Patrice Bertail ...
| Year of publication: |
2000
|
|---|---|
| Other Persons: | Bertail, Patrice (contributor) |
| Publisher: |
La Jolla, CA |
| Subject: | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 38 S graph. Darst |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. - Vol. 2000,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001464105