Printed from https://ideas.repec.org/n/nep-rmg/2008-08-21.html
Report NEP-RMG-2008-08-21
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:
- Savvides, Savvakis C., 1994, "Risk Analysis in Investment Appraisal," MPRA Paper, University Library of Munich, Germany, number 10035, Mar, revised 14 Aug 2008.
- Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
- Ginchev Ivan, 2008, "Weakened subdifferentials and Frechet differentiability of real functions," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0803, Apr.
- Item repec:imf:imfwpa:08/194 is not listed on IDEAS anymore
- John M Maheu & Thomas H McCurdy, 2008, "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers, University of Toronto, Department of Economics, number tecipa-324, Aug.
- A. S. Hurn & V.Pavlov, 2008, "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series, National Centre for Econometric Research, number 23, Feb, revised 26 Feb 2008.