Extended-lister
Nothing was found.
Showing 501 - 502 of 502 entries
-
Research Report
RiskMetrics Monitor - RiskMetrics Monitor 4Q95Exploring alternative volatility forecasting methods for the standard RiskMetrics monthly horizon How accurate are the risk estimates in portfolios which contain treasury bills proxied by LIBOR data? A solution to the standard cash flow mapping algorithm which sometimes leads to imaginary roots
-
Research Report
RiskMetrics Monitor - RiskMetrics Monitor 3Q95Mapping and estimating VaR in interest rate swaps Adjusting correlation from nonsynchronous data