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Report NEP-RMG-2008-04-15
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:
Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008.
"Modeling International Financial Returns with a Multivariate Regime Switching Copula ,"
MPRA Paper
8114, University Library of Munich, Germany.
[Downloadable!] Lönnbark, Carl, 2008.
"A Corrected Value-at-Risk Predictor ,"
Umeå Economic Studies
734, Umeå University, Department of Economics.
[Downloadable!] Paulo Horta, 2008.
"O Spread de Incumprimento dos Emprestimos Bancarios ,"
CEFAGE-UE Working Papers
2008_02, University of Evora, CEFAGE-UE (Portugal).
[Downloadable!] Soultanaeva, Albina, 2008.
"Impact of Political News on the Baltic State Stock Markets ,"
Umeå Economic Studies
735, Umeå University, Department of Economics.
[Downloadable!] Winter, Peter, 2007.
"Managerial Risk Accounting and Control – A German perspective ,"
MPRA Paper
8185, University Library of Munich, Germany.
[Downloadable!] S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007.
"Real-Time Measurement of Business Conditions, Second Version ,"
PIER Working Paper Archive
08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
[Downloadable!] Alexander Subbotin, 2008.
"A multi-horizon scale for volatility ,"
Documents de travail du Centre d'Economie de la Sorbonne
bla08020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
[Downloadable!] Chun Liu & John M Maheu, 2008.
"Forecasting Realized Volatility: A Bayesian Model Averaging Approach ,"
Working Papers
tecipa-313, University of Toronto, Department of Economics.
[Downloadable!] Fioretti, Guido, 2009.
"Credit rationing with symmetric information ,"
MPRA Paper
8201, University Library of Munich, Germany.
[Downloadable!] Item repec:pra:mprapa:8165 is not listed on IDEAS anymore
Giovanis, Eleftherios, 2008.
"Calendar anomalies in Athens Exchange Stock Market ,"
MPRA Paper
7964, University Library of Munich, Germany.
[Downloadable!] Bastos, Joao, 2008.
"Credit scoring with boosted decision trees ,"
MPRA Paper
8034, University Library of Munich, Germany, revised 08 Apr 2008.
[Downloadable!] This page was last updated on 2009-11-29.
This information is provided to you by 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 .