Bootstrapping profit change: an application to Spanish banks

DOI10.1016/j.cor.2010.04.017zbMath1251.91073MaRDI QIDQ1761102

Emili Grifell-Tatjé, Emili Tortosa-Ausina, David Conesa, Carmen Armero

Publication date: 15 November 2012

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.04.017

zbMATH Keywords

bootstrap; productivity; banking; profits

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

62F40: Bootstrap, jackknife and other resampling methods

90C05: Linear programming

91B38: Production theory, theory of the firm

Related Items

Efficiency evaluation based on data envelopment analysis in the big data context, Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector

Uses Software

• FEAR
• bootstrap
• bootlib

Cites Work

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