2008 | ||
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1 | EE | Bernardo da Veiga, Felix Chan, Michael McAleer: Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Mathematics and Computers in Simulation 78(2-3): 155-171 (2008) |
1 | Felix Chan | [1] |
2 | Michael McAleer | [1] |