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About this Engineering article
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures by Casarin, Roberto; Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, Michael; Pérez-Amaral, Teodosio is a Engineering article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Casarin, Roberto; Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, Michael; Pérez-Amaral, Teodosio
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-4754)
- Published
- 2013
- Language
- EN
- Field
- Engineering (Physical Sciences)