Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Year of publication: |
2008
|
---|---|
Authors: | Da Veiga, Bernardo ; Chan, Felix ; McAleer, Michael |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 16.2008, 4, p. 453-475
|
Subject: | Aktienmarkt | Stock market | Korrelation | Correlation | Risikomaß | Risk measure | China |
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