Printed from https://ideas.repec.org/n/nep-rmg/2010-05-29.html
Report NEP-RMG-2010-05-29
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:
- Item repec:imf:imfwpa:10/107 is not listed on IDEAS anymore
- Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2010, "Value-at-Risk for Country Risk Ratings," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/29, May.
- Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2010, "Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2010,01.
- Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev, 2010, "Multivariate heavy-tailed models for Value-at-Risk estimation," Papers, arXiv.org, number 1005.2862, May, revised Dec 2011.
- Item repec:imf:imfwpa:10/105 is not listed on IDEAS anymore
- Jin Zhang & Dietmar Maringer, 2010, "Asset Pair-Copula Selection with Downside Risk Minimization," Working Papers, COMISEF, number 037, May.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-22752 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2010-027 is not listed on IDEAS anymore
- Emenike, Kalu O., 2010, "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 22723, Jan.