A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis
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Volume (Year): 25 (2010)
Issue (Month): 4 (December)
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- Herwartz, Helmut & Xu, Fang, 2007.
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- Herwartz, H. & Xu, F., 2009. "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2155-2167, April.
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