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~person:"Da Veiga, Bernardo"
~source:"econis"
~subject:"ARCH model"
~type:"article"
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Da Veiga, Bernardo
McAleer, Michael
52
Chang, Chia-Lin
15
Asai, Manabu
8
Ling, Shiqing
6
Caporin, Massimiliano
5
Chan, Felix
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Allen, David E.
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Journal of forecasting
1
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ECONIS (ZBW)
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It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
2
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
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