Market risk management of banks : implications from the accuracy of value-at-risk forecasts
Michael Chak Sham Wong, Wai Yan Cheng and Clement Yuk Pang Wong
| Year of publication: |
2003
|
|---|---|
| Authors: | Wong, Michael C. S. ; Cheng, Wai-yan ; Wong, Clement Yuk-pang |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 1, p. 23-33
|
| Subject: | Basler Akkord | Basel Accord | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001737010