Printed from https://ideas.repec.org/n/nep-rmg/2005-03-13.html
Report NEP-RMG-2005-03-13
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:
- Jeroen V.K. Rombouts & Marno Verbeek, 2004, "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-14, Dec.
- Peter Hecht & Tuomo Vuolteenaho, 2005, "Explaining Returns with Cash-Flow Proxies," NBER Working Papers, National Bureau of Economic Research, Inc, number 11169, Mar.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002, "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04056, Jun, revised May 2004.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-011, Feb.