Juan-Angel Jimenez-Martin

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Commercial Banks

Dynamically Changing

Risk Management

Top Venues

Expert Syst. Appl.

Publications

Massimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-Martin
Early warnings of systemic risk using one-minute high-frequency data. Expert Syst. Appl. 252 (2024)
Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94 (2013)
Chia-Lin Chang, Lydia González-Serrano, Juan-Angel Jimenez-Martin
Currency hedging strategies using dynamic multivariate GARCH. Math. Comput. Simul. 94 (2013)
Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94 (2013)