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Report NEP-RMG-2008-08-21
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:
Savvides, Savvakis C., 1994.
"Risk Analysis in Investment Appraisal MPRA Paper
10035, University Library of Munich, Germany, revised 14 Aug 2008.
[Downloadable!] Ralf Becker & Adam Clements & Andrew McClelland, 2008.
"The Jump component of S&P 500 volatility and the VIX index NCER Working Paper Series
24, National Centre for Econometric Research.
[Downloadable!] Tenconi Paolo, 2008.
"Zero variance in Markov chain Monte Carlo with an application to credit risk estimation Economics and Quantitative Methods
qf0803, Department of Economics, University of Insubria.
[Downloadable!] Christian Capuano, 2008.
"The option-iPoD. The Probability of Default Implied by Option Prices based on Entropy IMF Working Papers
08/194, International Monetary Fund.
[Downloadable!] John M Maheu & Thomas H McCurdy, 2008.
"Do high-frequency measures of volatility improve forecasts of return distributions? Working Papers
tecipa-324, University of Toronto, Department of Economics.
[Downloadable!] A. S. Hurn & V.Pavlov, 2008.
"Momentum in Australian Stock Returns: An Update NCER Working Paper Series
23, National Centre for Econometric Research, revised 26 Feb 2008.
[Downloadable!] This page was last updated on 2009-11-29.
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 .