Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Chang, Chia-Lin, Jiménez-Martin, Juan-Angel, McAleer, Michael, Perez Amaral, TeodosioYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1765202
File:
PDF, 302 KB
english, 2011