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)

Risk modelling and management: An overview. - Chia-Lin Chang; David E. Allen; Michael McAleer; Teodosio Pérez-Amaral (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)