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~isPartOf:"Econometric Institute research papers"
~person:"Casarin, Roberto"
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Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
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Chang, Chia-Lin
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Jiménez-Martín, …
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2011
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Persistent link: https://www.econbiz.de/10009619354
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