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Report NEP-RMG-2007-08-18
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:
Jin-Chuan Duan & András Fülöp, 2007.
"How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises MNB Working Papers
2007/4, Magyar Nemzeti Bank (The Central Bank of Hungary).
[Downloadable!] Spargoli, Fabrizio & Zagaglia, Paolo, 2007.
"The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model Research Papers in Economics
2007:15, Stockholm University, Department of Economics.
[Downloadable!] David E. Giles, 2007.
"Some Properties of Absolute Returns as a Proxy for Volatility Econometrics Working Papers
0706, Department of Economics, University of Victoria.
[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 .