Report NEP-RMG-2008-04-15

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:

• Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008, "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper, University Library of Munich, Germany, number 8114, Feb.
• Lönnbark, Carl, 2008, "A Corrected Value-at-Risk Predictor," Umeå Economic Studies, Umeå University, Department of Economics, number 734, Mar.
• Item repec:cfe:wpcefa:2008_02 is not listed on IDEAS anymore

• Soultanaeva, Albina, 2008, "Impact of Political News on the Baltic State Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 735, Mar.
• Winter, Peter, 2007, "Managerial Risk Accounting and Control – A German perspective," MPRA Paper, University Library of Munich, Germany, number 8185, Aug.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-011, Mar, revised 04 Apr 2008.
• Alexander Subbotin, 2008, "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08020, Mar.
• Chun Liu & John M Maheu, 2008, "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers, University of Toronto, Department of Economics, number tecipa-313, Apr.
• Fioretti, Guido, 2008, "Credit Rationing with Symmetric Information," MPRA Paper, University Library of Munich, Germany, number 8201, Apr.
• 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, University Library of Munich, Germany, number 8034, Apr.

Report NEP-RMG-2008-04-15

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: