Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chia-lin Chang, Juan-Ángel Jiménez-Martin, Michael McAleer and Teodosio Pérez-Amaral
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Chia-Lin ; Jiménez-Martin, Juan-Ángel ; McAleer, Michael ; Pérez Amaral, Teodosio |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 11, p. 1088-1106
|
| Subject: | Bank | Basler Akkord | Basel Accord | Derivat | Derivative | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009388872