Modelling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation

Michael Mcaleer, B.S.A. Da Veiga

Research output: Chapter in Book/Conference paper › Conference paper

Original language	English
Title of host publication	2004 Symposium in Financial Econometrics
Editors	M.K.K. Chen
Place of Publication	Taiwan
Publisher	Ling Tung College
Pages	1-13 (Papers not numbered in order)
Volume	N/A
Edition	Taiwan
Publication status	Published - 2004
Event	Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation - BangKok, Thailand Duration: 1 Jan 2005 → …

Conference	Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation
Period	1/01/05 → …

Cite this

@inproceedings{82e6f04de8044231b7dff0614868ea3c,

title = "Modelling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation",

author = "Michael Mcaleer and {Da Veiga}, B.S.A.",

year = "2004",

language = "English",

volume = "N/A",

pages = "1--13 (Papers not numbered in order)",

editor = "M.K.K. Chen",

booktitle = "2004 Symposium in Financial Econometrics",

publisher = "Ling Tung College",

edition = "Taiwan",

note = "Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation ; Conference date: 01-01-2005",

}

TY - GEN

T1 - Modelling and Forecasting Dynamic VaR Thresholds for Risk Management and Regulation

AU - Mcaleer, Michael

AU - Da Veiga, B.S.A.

PY - 2004

Y1 - 2004

M3 - Conference paper

VL - N/A

SP - 1-13 (Papers not numbered in order)

BT - 2004 Symposium in Financial Econometrics

A2 - Chen, M.K.K.

PB - Ling Tung College

CY - Taiwan

T2 - Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation

Y2 - 1 January 2005

ER -