Printed from https://ideas.repec.org/n/nep-rmg/2007-05-26.html
Report NEP-RMG-2007-05-26
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:
- Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007, "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3302, May.
- Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
- Item repec:dgr:uvatin:20070036 is not listed on IDEAS anymore