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書誌情報ファイル
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, Teodosio (2011-03)
  KIER Discussion Paper, 761
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GFC-Robust Risk Management Strategies under the Basel Accord
  McAleer, Michael (2010-10)
  KIER Discussion Paper, 727
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International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
  McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, Teodosio (2011-01)
  KIER Discussion Paper, 757
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GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  Santos, Paulo Araújo, Jiménez-Martín, Juan-Ángel, Amaral, Teodosio Pérez, McAleer, Michael (2011-07)
  KIER Discussion Paper, 782
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Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  Casarin, Roberto, Chang, Chia-Lin, Jiménez-Martín, Juan-Ángel, McAleer, Michael, Pérez-Amaral, Teodosio (2011-07)
  KIER Discussion Paper, 784
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Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, Teodosio (2011-04)
  KIER Discussion Paper, 767
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Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  McAleer, Michael, Jiménez-Martín, Juan-Ángel, Pérez-Amaral, Teodosio (2012-11)
  KIER Discussion Paper, 832
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