Printed from https://ideas.repec.org/n/nep-rmg/2006-07-15.html
Report NEP-RMG-2006-07-15
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:
- Andrey M. Boyarshinov, 2006, "Mathematical methods of market risk valuation in application to Russian stock market," Computing in Economics and Finance 2006, Society for Computational Economics, number 127, Jul.
- Luiz Renato Lima & Breno Pinheiro Néri, 2006, "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006, Society for Computational Economics, number 1, Jul.
- Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
- Geraldine Ryan, 2006, "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006, Society for Computational Economics, number 102, Jul.
- Celso Brunetti & Alessio Caldarera, 2006, "Asset Prices and asset Correlations in Illiquid Markets," Computing in Economics and Finance 2006, Society for Computational Economics, number 331, Jul.