Before revision:  This new class of risk statistics can be considered as a kind of risk extension of risk statistics introduced by Kou , Peng and Heyde (2013), and also data-based versions of loss-based risk measures introduced by Cont et al. (2013) and Sun et al. (2018)\hspace{0pt}%DIFAUXCMD } .
After revision:  This new class of risk statistics can be considered as a kind of risk extension of risk statistics introduced by Kou et al. \mbox{%DIFAUXCMD 11 also data-based versions of loss-based risk measures introduced by Cont et al. (2013) and Sun et al. (2018)\hspace{0pt}%DIFAUXCMD } .