TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Pérez-Amaral, Teodosio
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41490
AB  - The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover...
LA  - eng
KW  - Currency hedging strategies
KW  - Basel Accord
KW  - Risk management
KW  - Forecasting
KW  - VIX futures
KW  - Fast clustering
KW  - Mixture models
KW  - extreme value methodologies
KW  - Volatility spillovers
KW  - Value-at-Risk
KW  - Country risk ratings
KW  - BRICS
KW  - Extreme market risk.
TI  - Risk Modelling and Management: An Overview
TY  - technical report
VL  - 2013
ER  -