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Casarin, Roberto and Chang, Chia-Lin and Jimenez-Martin, Juan-Angel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 32, 2011, ISSN: 2341-2356 ]

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