This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Report NEP-RMG-2006-07-15
This is the archive for NEP-RMG , a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Andrey M. Boyarshinov, 2006.
"Mathematical methods of market risk valuation in application to Russian stock market Computing in Economics and Finance 2006
127, Society for Computational Economics.
[Downloadable!] Luiz Renato Lima & Breno Pinheiro Néri, 2006.
"Comparing Value-at-Risk Methodologies Computing in Economics and Finance 2006
1, Society for Computational Economics.
[Downloadable!] Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006.
"Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models RePAd Working Paper Series
UQO-DSA-wp152006, Département des sciences administratives, UQO.
[Downloadable!] Geraldine Ryan, 2006.
"The predictive power of the present value model of stock prices Computing in Economics and Finance 2006
102, Society for Computational Economics.
[Downloadable!] Celso Brunetti & Alessio Caldarera, 2006.
"Asset Prices and asset Correlations in Illiquid Markets Computing in Economics and Finance 2006
331, Society for Computational Economics.
[Downloadable!] This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .