Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation

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

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 paper › Conference paper › peer-review

Original language	English
Title of host publication	Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management
Editors	V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas
Place of Publication	Thailand
Publisher	Asian Institute of Technology
Pages	491-497
Volume	0
Edition	BangKok, Thailand
ISBN (Print)	9748208575
Publication status	Published - 2005
Event	Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation - BangKok, Thailand Duration: 1 Jan 2005 → …

Conference

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

Cite this

Allen, D. E., Mcaleer, M., & Da Veiga, B. S. A. (2005). Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation. In V. Kachitvichyanukul, U. Purintrapiban, & P. Utayopas (Eds.), Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management (BangKok, Thailand ed., Vol. 0, pp. 491-497). Asian Institute of Technology.

Allen, D.E. ; Mcaleer, Michael ; Da Veiga, B.S.A. / Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation. Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management. editor / V. Kachitvichyanukul ; U. Purintrapiban ; P. Utayopas. Vol. 0 BangKok, Thailand. ed. Thailand : Asian Institute of Technology, 2005. pp. 491-497

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

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publisher = "Asian Institute of Technology",

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

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Allen, DE, Mcaleer, M & Da Veiga, BSA 2005, Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation. in V Kachitvichyanukul, U Purintrapiban & P Utayopas (eds), Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management. BangKok, Thailand edn, vol. 0, Asian Institute of Technology, Thailand, pp. 491-497, Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation, 1/01/05.

Modelling and Forecasting Dynamic Var Thresholds for Risk Management and Regulation. / Allen, D.E.; Mcaleer, Michael; Da Veiga, B.S.A.

Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management. ed. / V. Kachitvichyanukul; U. Purintrapiban; P. Utayopas. Vol. 0 BangKok, Thailand. ed. Thailand : Asian Institute of Technology, 2005. p. 491-497.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

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

AU - Allen, D.E.

AU - Mcaleer, Michael

AU - Da Veiga, B.S.A.

PY - 2005

Y1 - 2005

M3 - Conference paper

SN - 9748208575

VL - 0

SP - 491

EP - 497

BT - Simulation and Modelling: Integrating Sciences and Technology for Effective Resource Management

A2 - Kachitvichyanukul, V.

A2 - Purintrapiban, U.

A2 - Utayopas, P.

PB - Asian Institute of Technology

CY - Thailand

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

Y2 - 1 January 2005

ER -