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Report NEP-RMG-2007-05-26
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:
Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007.
"Filtered Extreme Value Theory for Value-At-Risk Estimation MPRA Paper
3302, University Library of Munich, Germany.
[Downloadable!] J. Carlos Escanciano & Jose Olmo, 2007.
"Estimation risk effects on backtesting for parametric value-at-risk models City University Economics Discussion Papers
07/11, Department of Economics, City University, London.
[Downloadable!] Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007.
"The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts Tinbergen Institute Discussion Papers
07-036/4, Tinbergen Institute.
[Downloadable!] This page was last updated on 2010-1-3.
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 .