Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

R Casarin, C-L (Chia-Lin) Chang, J-A Jimenez-Martin, Michael McAleer, T Perez-Amaral

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)

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Economics, Econometrics and Finance