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Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures

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Econometric analysis of financial derivatives: an overview

Chang, Chia-Lin; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 403-407

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Econometric analysis of financial derivatives

Chang, Chia-Lin (ed.); McAleer, Michael (ed.) - 2015

Persistent link: https://www.econbiz.de/10011499675

Econometric analysis of financial derivatives : an overview

Chang, Chia-Lin; McAleer, Michael - 2014

One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special...

Persistent link: https://www.econbiz.de/10010465152