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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
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2011
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Rev.
Persistent link: https://www.econbiz.de/10009619346
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2
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
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2011
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Rev.
Persistent link: https://www.econbiz.de/10009619354
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3
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
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2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
4
Risk management of risk under the Basel accord: forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619372
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