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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/mcs/CasarinCJMP13>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Chia-Lin_Chang>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Juan-Angel_Jimenez-Martin>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Michael_McAleer>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Roberto_Casarin>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Teodosio_P%E2%88%9A%C2%A9rez-Amaral>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1016%2Fj.matcom.2012.06.013>
foaf:homepage <https://doi.org/10.1016/j.matcom.2012.06.013>
dc:identifier DBLP journals/mcs/CasarinCJMP13 (xsd:string)
dc:identifier DOI doi.org%2F10.1016%2Fj.matcom.2012.06.013 (xsd:string)
dcterms:issued 2013 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/mcs>
rdfs:label Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Chia-Lin_Chang>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Juan-Angel_Jimenez-Martin>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Michael_McAleer>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Roberto_Casarin>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Teodosio_P%E2%88%9A%C2%A9rez-Amaral>
swrc:pages 183-204 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/mcs/CasarinCJMP13/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/mcs/CasarinCJMP13>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/mcs/mcs94.html#CasarinCJMP13>
rdfs:seeAlso <https://doi.org/10.1016/j.matcom.2012.06.013>
dc:title Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 94 (xsd:string)