Report NEP-RMG-2008-04-15This 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:
- Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
- Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," Umeå Economic Studies 734, Umeå University, Department of Economics.
- Paulo Horta, 2008. "O Spread de Incumprimento dos Emprestimos Bancarios," CEFAGE-UE Working Papers 2008_02, University of Evora, CEFAGE-UE (Portugal).
- Soultanaeva, Albina, 2008. "Impact of Political News on the Baltic State Stock Markets," Umeå Economic Studies 735, Umeå University, Department of Economics.
- Winter, Peter, 2007. "Managerial Risk Accounting and Control – A German perspective," MPRA Paper 8185, University Library of Munich, Germany.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
- Alexander Subbotin, 2008. "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne bla08020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics.
- Fioretti, Guido, 2008. "Credit Rationing with Symmetric Information," MPRA Paper 8201, University Library of Munich, Germany.
- Item repec:pra:mprapa:8165 is not listed on IDEAS anymore
- Item repec:pra:mprapa:7964 is not listed on IDEAS anymore
- Bastos, Joao, 2007. "Credit scoring with boosted decision trees," MPRA Paper 8034, University Library of Munich, Germany.