Growth-at-Risk Under the Framework of Nonlinear Expectation—The Approach of G-VaR

Growth-at-Risk Under the Framework of Nonlinear Expectation—The Approach of G-VaR

Zengwu WANG

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (4) : 1243-1260.

PDF(672 KB)

中国科学院数学与系统科学研究院期刊网

PDF(672 KB)

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (4) : 1243-1260. DOI: 10.12012/CJoE2022-0091

Growth-at-Risk Under the Framework of Nonlinear Expectation—The Approach of G-VaR

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(4): 1243-1260 https://doi.org/10.12012/CJoE2022-0091

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(672 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉