Theory and application of an economic performance measure of risk
Cuizhen Niu, Xu Guo, Michael McAleer, Wing-Keung Wong
| Year of publication: |
2018
|
|---|---|
| Authors: | Niu, Cuizhen ; Guo, Xu ; McAleer, Michael ; Wong, Wing Keung |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 56.2018, p. 383-396
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| Subject: | Asymptotic confidence interval | Bootstrap-based confidence interval | Economic performance measure | Method of variance estimates recovery | Performance-Messung | Performance measurement | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033712