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Report NEP-CMP-2004-09-30
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- Savvakis C. Savvides, 2004, "Risk Analysis in Investment Appraisal," Finance, University Library of Munich, Germany, number 0409020, Sep.
- Cornelis A. Los & Joanna M. Lipka, 2004, "Long-Term Dependence Characteristics of European Stock Indices," Finance, University Library of Munich, Germany, number 0409044, Sep.
- Cornelis A. Los, 2004, "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance, University Library of Munich, Germany, number 0409036, Sep.
- Philip Kostov & John Lingard, 2004, "Rural Development as Risk Management," Others, University Library of Munich, Germany, number 0409013, Sep.
- Isaac Ehrlich & Yong Yin, 2004, "Explaining Diversities in Age-Specific Life Expectancies and Values of Life Saving: A Numerical Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 10759, Sep.
- Damien Lynch & Nikolaos Panigirtzoglou, 2004, "Option Implied and Realised Measures of Variance," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 94, Sep.
- Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004, "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Working Paper Research, National Bank of Belgium, number 51, May.
- Cornelis A. Los, 2004, "Measuring Financial Cash Flow and Term Structure Dynamics," Finance, University Library of Munich, Germany, number 0409046, Sep.
- Cornelis A. Los, 2004, "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance, University Library of Munich, Germany, number 0409040, Sep.
- Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1301, Sep.
- John Cockburn, 2004, "Trade Liberalisation and Poverty in Nepal A Computable General Equilibrium Micro Simulation Analysis," Development and Comp Systems, University Library of Munich, Germany, number 0409012, Sep.
- Cornelis A. Los, 2004, "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance, University Library of Munich, Germany, number 0409033, Sep.
- Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004, "Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 76, Sep.
- Sutthisit Jamdee & Cornelis A. Los, 2004, "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance, University Library of Munich, Germany, number 0409045, Sep.
- Brian A. Eales & Radu Tunaru, 2004, "Financial Engineering with Reverse Cliquet Options," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 81, Sep.
- Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
- Cornelis A. Los, 2004, "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance, University Library of Munich, Germany, number 0409047, Sep.
- Cornelis A. Los & Rossitsa M. Yalamova, 2004, "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance, University Library of Munich, Germany, number 0409050, Sep.
- Cornelis A. Los, 2004, "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance, University Library of Munich, Germany, number 0409038, Sep.
- Philip Kostov & John Lingard, 2004, "Risk Management – Managing Risks, not Calculating Them," Risk and Insurance, University Library of Munich, Germany, number 0409001, Sep.
- Cornelis A. Los, 2004, "The Changing Concept of Financial Risk," Finance, University Library of Munich, Germany, number 0409034, Sep.
- Cornelis A. Los, 2004, "Galton's Error and the Under-Representation of Systematic Risk," Finance, University Library of Munich, Germany, number 0409041, Sep.
- Peter Carr & Liuren Wu, 2004, "Static Hedging of Standard Options," Finance, University Library of Munich, Germany, number 0409016, Sep.
- Francisco Louça & Giovanna Devetag, 2004, "The Influence of Experimental and Computational Economics: Economics Back to the Future of Social Sciences," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2004/10.
- Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong, 2004, "Persistence Characteristics of Latin American Financial Markets," Finance, University Library of Munich, Germany, number 0409048, Sep.