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21st European Regional Conference of the International Telecommunications Society (ITS): "Telecommunications at New Crossroads: Changing Value Configurations, User Roles, and Regulation", Copenhagen, Denmark, 13th-15th September 2010
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Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
Saved in:
2
Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures
Chang, Chia-lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1107
Persistent link: https://www.econbiz.de/10009330246
Saved in:
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