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~person:"Tian, Weizhong"
~subject:"Risk measure"
~type_genre:"Book section"
~type_genre:"Guidebook"
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Tian, Weizhong
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Econometrics of risk
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Distortion risk measures under skew normal settings
Tian, Weizhong
;
Wang, Tonghui
;
Hu, Liangjian
;
Tran, Hien D.
- In:
Econometrics of risk
,
(pp. 135-148)
.
2015
Persistent link: https://www.econbiz.de/10010498562
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Risk measures and asset pricing models with new versions of Wang transform
Li, Baokun
;
Wang, Tonghui
;
Tian, Weizhong
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 155-167)
.
2013
Persistent link: https://www.econbiz.de/10009711156
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