Printed from https://ideas.repec.org/n/nep-rmg/2011-08-09.html
Report NEP-RMG-2011-08-09
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:
- Marco Rocco, 2011, "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 99, Jul.
- Toshiaki Watanabe, 2011, "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-195, Jul.
- Item repec:vuw:vuwecf:1666 is not listed on IDEAS anymore
- Neus, Werner & Stadler, Manfred, 2011, "Risk and the role of collateral in debt renegotiation," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 16.