Risk management of risk under the Basel Accord: forecasting...

Managerial Finance 2011 / 09 Vol. 37; Iss. 11

Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures

Liu, Shuangzhe, Chang, Chia‐lin, Jiménez‐Martín, Juan‐Ángel, McAleer, Michael, Pérez‐Amaral, Teodosio
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Volume:
37
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074351111167956
Date:
September, 2011
File:
PDF, 384 KB
english, 2011
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