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~type:"article"
~source:"econis"
~person:"Da Veiga, Bernardo"
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Search: person:"McAleer, Michael"
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Da Veiga, Bernardo
McAleer, Michael
278
Chang, Chia-Lin
46
Asai, Manabu
23
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19
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12
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Journal of forecasting
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1
Pacific-Basin finance journal
1
Tourism and sustainable economic development : macroeconomic models and empirical methods
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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
Managing value-at-risk in daily tourist tax revenues for the Maledives
McAleer, Michael
;
Shareef, Riaz
;
Da Veiga, Bernardo
- In:
Tourism and sustainable economic development : …
,
(pp. 145-164)
.
2008
Persistent link: https://www.econbiz.de/10003697582
Saved in:
3
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
Saved in:
4
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
5
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
Saved in:
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