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bio website physics.ox.ac.uk/qubit/…
location Oxford, United Kingdom
age
visits member for 1 years
seen Aug 10 '13 at 15:37

Jun
15
comment Block Bootstrapping Relative Returns
You could simply do density kernel smoothing estimation of the underlying probability distribution of each separate block, generate the data from that and then pick subsets of the resulting data. This should not depend on the mean of the sequence.
Apr
19
awarded  Teacher
Apr
19
answered Fitting distributions to financial data using volatility model to estimate VaR
Apr
19
awarded  Supporter