Bibliographic Details
| Main Authors: |
Chia‐lin, Chang,
Juan‐Ángel, Jiménez‐Martín,
Michael, McAleer,
Teodosio, Pérez‐Amaral |
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| Format: | text
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| Language: | eng |
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| Published: |
Emerald
2011
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| Subjects: |
International finance,Banks,Regulations,Risk management,Median strategy,Value‐at‐risk (VaR),Daily capital charges,Violation penalties,Optimizing strategy,Basel II Accord,VIX futures
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