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. Stan Miles issued this report. It is usually issued weekly.

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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 8114, University Library of Munich, Germany.
• Lönnbark, Carl, 2008. "A Corrected Value-at-Risk Predictor," Umeå Economic Studies 734, Umeå University, Department of Economics.
• 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 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.