Subsampling the distribution of diverging statistics with applications to finance (Q2439061): Difference between revisions
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Revision as of 09:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling the distribution of diverging statistics with applications to finance |
scientific article |
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Subsampling the distribution of diverging statistics with applications to finance (English)
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7 March 2014
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resampling methods
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extreme value statistics
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value at risk
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portfolio selection
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