Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chia-lin ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 37.2011, 11 (27.9.), p. 1088-1107
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