Zhicheng Wang

Personal Details

First Name:	Zhicheng
Middle Name:
Last Name:	Wang
Suffix:
RePEc Short-ID:	pwa243
	[This author has chosen not to make the email address public]

Affiliation

Department of Finance
Guanghua School of Management
Peking University

Beijing, China
http://www.gsm.pku.edu.cn/finance/index.html
RePEc:edi:dfpkucn (more details at EDIRC)

Citations

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Articles

1. Chen, Yu & Wang, Zhicheng & Zhang, Zhengjun, 2019. "Mark to market value at risk," Journal of Econometrics, Elsevier, vol. 208(1), pages 299-321.

   Cited by:

   1. Shuzhen Yang, 2021. "Compensatory model for quantile estimation and application to VaR," Papers 2112.07278, arXiv.org.
   2. Li, Hengxin & Wang, Ruodu, 2023. "PELVE: Probability Equivalent Level of VaR and ES," Journal of Econometrics, Elsevier, vol. 234(1), pages 353-370.
   3. Mohsen Mortazavi, 2023. "Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange," Papers 2304.13818, arXiv.org.

More information

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Corrections

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