Work

Market risk management of banks: implications from the accuracy of Value‐at‐Risk forecasts

Year: 2002

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.842

Authors: Michael Chak Sham Wong, Wai Yan Cheng, Clement Yuk Pang Wong

Institution: City University of Hong Kong

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2148096508

FWCI: 4.254

Cites: 20

Cited by: 34

Related to: 10