Amanote Research

Amanote Research

    RegisterSign In

Evaluating the Impact of Market Reforms on Value-At-Risk Forecasts of Chinese a and B Shares

Pacific Basin Finance Journal - Netherlands
doi 10.1016/j.pacfin.2007.08.001
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

September 1, 2008

Authors
Bernardo da VeigaFelix ChanMichael McAleer
Publisher

Elsevier BV


Related search

Value-At-Risk Forecasts Under Scrutiny—the German Experience

Quantitative Finance
EconomicsEconometricsFinance
2007English

Forecasts of Profitability and the Pricing of Shares

Maandblad Voor Accountancy en Bedrijfseconomie
2000English

The Market Impact on Shares Entering or Leaving JSE Indices

SSRN Electronic Journal
2014English

Electricity Market Integration and the Impact of Unilateral Policy Reforms

SSRN Electronic Journal
2015English

Market Shares in Manufacturing Value-Added: Is the Picture Different?

SSRN Electronic Journal
2016English

Market Risk Measurement and the Cattle Feeding Margin: An Application of Value-At-Risk

SSRN Electronic Journal
1999English

Determinants of Market Prices of Shares on the Capital Market of Bosnia and Herzegovina

Bankarstvo
2017English

Estimating Value-At-Risk in Electricity Market Based on Grey Extreme Value Theory

Open Cybernetics and Systemics Journal
ControlSystems EngineeringMathematics
2014English

Evaluating Value‐at‐risk Models Before and After the Financial Crisis of 2008

Managerial Finance
AccountingManagementFinanceBusinessStrategy
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy