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. 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:

• Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
• Toshiaki Watanabe, 2011. "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series gd11-195, Institute of Economic Research, Hitotsubashi University.
• Moy, Caroline & Roberts, Leigh, 2011. "Modelling New Zealand electricity prices from a risk management perspective," Working Paper Series 1666, Victoria University of Wellington, School of Economics and Finance.
• Neus, Werner & Stadler, Manfred, 2011. "Risk and the role of collateral in debt renegotiation," University of Tübingen Working Papers in Business and Economics 16, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.