Report NEP-RMG-2005-12-14This 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.
The following items were announced in this report:
- Ming-Chya Wu & Ming-Chang Huang & Hai-Chin Yu & Thomas Chiang, 2005. "Phase Distribution and Phase Correlation of Financial Time Series," Finance 0512013, University Library of Munich, Germany.
- David Schröder, 2005. "The Implied Equity Risk Premium - An Evaluation of Empirical Methods," Bonn Econ Discussion Papers bgse13_2005, University of Bonn, Germany.