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17-055/III - Theory and Application of an Economic Performance Measure of Risk

  • Authors
    Cuizhen Niu, Beijing Normal University, China; Xu Guo, Beijing Normal University, China; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan; Wing-Keung Wong, Beijing Normal University, China
  • Publication date
    June 23, 2017
  • Keywords
    Economic performance measure; Asymptotic confidence interval; Bootstrap-based confidence interval; Method of variance estimates recovery
  • JEL
    C12, C15