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Casarin, Roberto and Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [Working Paper or Technical Report] (Unpublished)

This list was generated on Thu Apr 17 02:27:07 2014 CEST.