@inproceedings{39f49bbfc10a424881c71d1ba19b76ed,
title = "It Pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds",
author = "{Da Veiga}, B.S.A. and Felix Chan and Michael Mcaleer",
year = "2005",
language = "English",
isbn = "0975840010",
volume = "0",
pages = "2304--2311",
editor = "Zerger and A. Argent and R.M.",
booktitle = "MODSIM 2005 International Congress on Modelling & Simulation",
publisher = "Modelling and Simulation Society of Australia and New Zealand Inc.",
edition = "Melbourne",
note = "It Pays to Violate: Model Choice and Critical Value Assumption for Forecasting Value-at-Risk Thresholds ; Conference date: 01-01-2005",
}