Pages that link to "Item:Q2227445"

The following pages link to Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures (Q2227445):

Displayed 3 items.

• A change-point approach for the identification of financial extreme regimes (Q2077439) ‎ (← links)
• Forecasting risk via realized GARCH, incorporating the realized range (Q5001146) ‎ (← links)
• Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) ‎ (← links)