Printed from https://ideas.repec.org/n/nep-rmg/2006-03-11.html
Report NEP-RMG-2006-03-11
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:
- Item repec:tor:tecipa:tecipa-204 is not listed on IDEAS anymore
- Asgharian, Hossein & Karlsson, Sonnie, 2006, "Evaluating a nonlinear asset pricing model on international data," Working Papers, Lund University, Department of Economics, number 2006:5, Feb.
- Nicole M. Boyson & Christof W. Stahel & Rene M. Stulz, 2006, "Is There Hedge Fund Contagion?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12090, Mar.
- Dilip M. Nachane & Jose G. Clavel, 2005, "Forecasting interest rates: A Comparative assessment of some second generation non-linear model," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-009.
- Andreas Röthig & Carl Chiarella, 2006, "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 172, Feb.