Juan-Angel Jimenez-Martin

According to our database, Juan-Angel Jimenez-Martin authored at least 4 papers between 2013 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Early warnings of systemic risk using one-minute high-frequency data.

Massimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-Martin

Expert Syst. Appl., 2024

2013

GFC-robust risk management under the Basel Accord using extreme value methodologies.

Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos

Math. Comput. Simul., 2013

Currency hedging strategies using dynamic multivariate GARCH.

Chia-Lin Chang, Lydia González-Serrano, Juan-Angel Jimenez-Martin

Math. Comput. Simul., 2013

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.

Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral

Math. Comput. Simul., 2013