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, M. |
Publisher: |
School of Economics and Finance |
Subject: | China A and B shares | Chinese stock markets | Dynamic conditional correlation | Market reform | Value-at-Risk | VaR |
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(1981)
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an- našra aš-šahrīya li-'t-tiǧāra al-ḫāriǧīya
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