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Keywords: Median strategy
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Journal Articles
Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2011) 37 (11): 1088–1106.
Published: 27 September 2011
... the empirical behaviour of alternative simple expected volatility indexes, and compare them with VIX. Michael McAleer can be contacted at: michael.mcaleer@gmail.com © Emerald Group Publishing Limited 2011 International finance Banks Regulations Risk management Median strategy Value...
