Casarin, R., Chang, C., Jiménez Martín, J. Á., McAleer, M., & Pérez Amaral, T. (2011). Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.
Citación estilo ChicagoCasarin, Roberto, Chia-Lin Chang, Juan Ángel Jiménez Martín, Michael McAleer, y Teodosio Pérez Amaral. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. 2011.
Cita MLACasarin, Roberto, et al. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. 2011.
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