Market risk management of banks: implications from the accuracy of Value-at-Risk forecasts
| Year of publication: |
2003
|
|---|---|
| Authors: | Wong, Michael Chak Sham ; Cheng, Wai Yan ; Wong, Clement Yuk Pang |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 22.2003, 1, p. 23-34
|