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Report NEP-RMG-2004-03-28
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:
- Paul Klemperer, 2004, "Auctions: Theory and Practice," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W09, Mar.
- Nielsen, Morten Oe., , "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-12.
- Christophe Faugere & Julian Van Erlach, 2004, "A General Theory of Stock Market Valuation and Return," Finance, University Library of Munich, Germany, number 0403004, Mar, revised 17 May 2004.
- Corrado Crocetta & Nicola Loperfido, 2003, "Sampling Distribution of the Gini Index from a Skew Normal," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 07-2003, Nov.
- Corrado Crocetta & Nicola Loperfido, 2003, "Statistical Analysis of the Correlation between Italian and U.S. Stock Returns," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 12-2003, Nov.
- Eduardo Levy Yeyati & Augusto de la Torre & Sergio Schmukler, 2003, "Living and Dying with Hard Pegs: The Rise and Fall of Argentina´s Currency Board," Business School Working Papers, Universidad Torcuato Di Tella, number catorce, Jan.
- Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
- Corrado Crocetta & Nicola Loperfido, 2003, "Correlations Without Moments," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 05-2003, Nov.
- Engström, Stefan & Westerberg, Anna, 2004, "Information Costs and Mutual Fund Flows," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 555, Jan.
- Anna Christina D'Addio & Bo E. Honoré, , "Duration Dependence and Timevarying Variables in Discrete Time Duration Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-13.
- Christophe Faugere & Julian Van Erlach, 2004, "The Price of Gold: A Global Required Yield Theory," Finance, University Library of Munich, Germany, number 0403003, Mar.
- Feng Dai & Zifu Qin, 2004, "Df Structure Models For Options Pricing," Finance, University Library of Munich, Germany, number 0403005, Mar.
- Nielsen, Morten Oe., , "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-17.
- Nielsen, Morten Oe., , "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-18.
- Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.