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)

Currency hedging strategies using dynamic multivariate GARCH. - Chia-Lin Chang; Lydia González-Serrano; Juan-Angel Jimenez-Martin (Math. Comput. Simul., 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)

Early warnings of systemic risk using one-minute high-frequency data. - Massimiliano Caporin; Laura Garcia-Jorcano; Juan-Angel Jimenez-Martin (Expert Syst. Appl., 2024)