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