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~isPartOf:"Managerial finance"
~isPartOf:"Pacific-Basin finance journal"
~person:"McAleer, Michael"
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Risk management of risk under the Basel Accord : forecasting
value
-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
Saved in:
2
Evaluating the impact of market reforms on
Value
-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Pacific-Basin finance journal
16
(
2008
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003757401
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