Subsampling the distribution of diverging statistics with applications to finance

A-Tier

Journal: Journal of Econometrics

Year: 2004

Volume: 120

Issue: 2

Pages: 295-326

Authors (4)

Bertail, Patrice (not in RePEc) Haefke, Christian (New York University Abu Dhabi) Politis, D.N.Dimitris N. (not in RePEc) White, Halbert

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count