Report NEP-RMG-2003-12-07

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• L. Ingber, 2001, "Statistical Mechanics of Financial Markets (SMFM): Applications to Trading Indicators and Options," Lester Ingber Papers, Lester Ingber, number 01at.
• Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
• Broto, Carmen & Ruiz Ortega, Esther, 2003, "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws032003, Nov.
• Item repec:dgr:eureri:30001042 is not listed on IDEAS anymore

• Rodríguez, Julio & Ruiz Ortega, Esther, 2003, "A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws036716, Nov.
• Item repec:dgr:kubcen:200385 is not listed on IDEAS anymore

• Valentina Corradi & Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers, Rutgers University, Department of Economics, number 200320, Oct.
• Friese, Sebastian & Mittendorf, Thomas, 2003, "Asset-Liability Management bei Komposit- und Lebensversicherern - Besinnung auf die Grundlagen -," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-288, Nov.
• Item repec:cdl:oplwec:11031 is not listed on IDEAS anymore

• Akihiko Takahashi & Nakahiro Yoshida, 2003, "Monte Carlo Simulation with Asymptotic Method," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-249, Nov.
• Pilar Abad Romero & Mª Dolores Robles Fernández, 2003, "Contenido informativo de los cambios de Rating en el mercado de Valores Español," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0304.
• Item repec:dgr:eureri:30001043 is not listed on IDEAS anymore

• Christiansen, Claus Bang & Madsen, Peter Brink & Christensen, Michael, 2003, "Further Evidence on Hedge Funds Performance," Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number 03-5, Dec.
• Item repec:dgr:eureri:3000323 is not listed on IDEAS anymore

• Gianluigi Ferrucci, 2003, "Empirical determinants of emerging market economies' sovereign bond spreads," Bank of England working papers, Bank of England, number 205, Nov.
• Item repec:dgr:kubcen:2003102 is not listed on IDEAS anymore

• R. Anton Braun & Etsuro Shioji, 2003, "Aggregate Risk in Japanese Equity Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-250, Dec.
• Item repec:dgr:eureri:3000450 is not listed on IDEAS anymore

• Item repec:cdl:oplwec:11066 is not listed on IDEAS anymore

Report NEP-RMG-2003-12-07

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report: