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Report NEP-RMG-2008-10-21
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:
Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008.
"Optimization Heuristics for Determining Internal Rating Grading Scales Center for Economic Research (RECent)
023, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!] Visser, Marcel P., 2008.
"Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure MPRA Paper
11100, University Library of Munich, Germany.
[Downloadable!] Stefan Kooths & Matthias Rieger, 2008.
"Caught in the US Subprime Meltdown 2007/2008: Germany Loses Its Wallet but Escapes Major Harm Discussion Papers of DIW Berlin
825, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008.
"Backtesting Value-at-Risk: A GMM Duration-Based Test Working Papers
halshs-00329495_v1, HAL.
[Downloadable!] This page was last updated on 2009-11-22.
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 .