{"title":"撤回","authors":"","doi":"10.1002/ijfe.2873","DOIUrl":null,"url":null,"abstract":"<p>Retraction: Zhu, B., Wang, P., Chevallier, J., & Wei, Y.-M. (2021). Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market. International Journal of Finance & Economics, 2023; 28: 2975–2988. https://doi.org/10.1002/ijfe.2578</p><p>The above article from the International Journal of Finance & Economics, published online on 21 September, 2021 in Wiley Online Library (wileyonlinelibrary.com), has been retracted by agreement between the journal's editor-in-chief, Keith Pilbeam, the authors, and John Wiley & Sons Ltd. This action has been agreed due to an error at the publishers which caused this duplicate of the article below to be published on 21 September, 2021. The correct version of the article is to be found at: Zhu, B, Wang, P, Chevallier, J, Wei, Y-M, Xie, R. Enriching the VaR framework to EEMD with an application to the European carbon market. International Journal of Finance & Economics. 2018; 23: 315–328. https://doi.org/10.1002/ijfe.1618.</p>","PeriodicalId":47461,"journal":{"name":"International Journal of Finance & Economics","volume":"29 1","pages":"1172"},"PeriodicalIF":2.8000,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/ijfe.2873","citationCount":"0","resultStr":"{\"title\":\"Retraction\",\"authors\":\"\",\"doi\":\"10.1002/ijfe.2873\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>Retraction: Zhu, B., Wang, P., Chevallier, J., & Wei, Y.-M. (2021). Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market. International Journal of Finance & Economics, 2023; 28: 2975–2988. https://doi.org/10.1002/ijfe.2578</p><p>The above article from the International Journal of Finance & Economics, published online on 21 September, 2021 in Wiley Online Library (wileyonlinelibrary.com), has been retracted by agreement between the journal's editor-in-chief, Keith Pilbeam, the authors, and John Wiley & Sons Ltd. This action has been agreed due to an error at the publishers which caused this duplicate of the article below to be published on 21 September, 2021. The correct version of the article is to be found at: Zhu, B, Wang, P, Chevallier, J, Wei, Y-M, Xie, R. Enriching the VaR framework to EEMD with an application to the European carbon market. International Journal of Finance & Economics. 2018; 23: 315–328. https://doi.org/10.1002/ijfe.1618.</p>\",\"PeriodicalId\":47461,\"journal\":{\"name\":\"International Journal of Finance & Economics\",\"volume\":\"29 1\",\"pages\":\"1172\"},\"PeriodicalIF\":2.8000,\"publicationDate\":\"2023-08-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://onlinelibrary.wiley.com/doi/epdf/10.1002/ijfe.2873\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Finance & Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://onlinelibrary.wiley.com/doi/10.1002/ijfe.2873\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Finance & Economics","FirstCategoryId":"96","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1002/ijfe.2873","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
引用次数: 0
摘要
撤回：Zhu, B., Wang, P., Chevallier, J., & Wei, Y.-M.(2021).丰富风险价值框架，以欧洲碳市场应用为基础的经验模式分解。International Journal of Finance & Economics, 2023; 28: 2975-2988。https://doi.org/10.1002/ijfe.2578The 以上文章来自《International Journal of Finance & Economics》，于 2021 年 9 月 21 日在线发表于 Wiley Online Library (wileyonlinelibrary.com)，经期刊主编 Keith Pilbeam、作者和 John Wiley & Sons Ltd.（约翰-威利-桑斯有限公司）同意，已被撤回。之所以同意采取这一行动，是因为出版商出了差错，导致下面这篇文章的副本于 2021 年 9 月 21 日发表。文章的正确版本可在以下网址找到：Zhu, B, Wang, P, Chevallier, J, Wei, Y-M, Xie, R. Enriching the VaR framework to EEMD with an application to the European carbon market.International Journal of Finance & Economics.2018; 23: 315-328. https://doi.org/10.1002/ijfe.1618.
Retraction: Zhu, B., Wang, P., Chevallier, J., & Wei, Y.-M. (2021). Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market. International Journal of Finance & Economics, 2023; 28: 2975–2988. https://doi.org/10.1002/ijfe.2578
The above article from the International Journal of Finance & Economics, published online on 21 September, 2021 in Wiley Online Library (wileyonlinelibrary.com), has been retracted by agreement between the journal's editor-in-chief, Keith Pilbeam, the authors, and John Wiley & Sons Ltd. This action has been agreed due to an error at the publishers which caused this duplicate of the article below to be published on 21 September, 2021. The correct version of the article is to be found at: Zhu, B, Wang, P, Chevallier, J, Wei, Y-M, Xie, R. Enriching the VaR framework to EEMD with an application to the European carbon market. International Journal of Finance & Economics. 2018; 23: 315–328. https://doi.org/10.1002/ijfe.1618.
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