"Risk management of risk under the Basel Accord: A Bayesian approach to ..."

Roberto Casarin et al. (2013)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2012.06.013

access: closed

type: Journal Article

metadata version: 2022-10-02

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/CasarinCJMP13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/CasarinCJMP13
Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral:
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94: 183-204 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.