Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation

D.E. Allen, Michael Mcaleer, B.S.A. Da Veiga

    Research output: Chapter in Book/Conference paperConference paper

    Original languageEnglish
    Title of host publicationSimulation and Modelling: Integrating Sciences and Technology for Effective Resource Management
    EditorsV. Kachitvichyanukul, U. Purintrapiban, P. Utayopas
    Place of PublicationThailand
    PublisherAsian Institute of Technology
    Pages491-497
    Volume0
    EditionBangKok, Thailand
    ISBN (Print)9748208575
    Publication statusPublished - 2005
    EventModelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation - BangKok, Thailand
    Duration: 1 Jan 2005 → …

    Conference

    ConferenceModelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation
    Period1/01/05 → …

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