Risk Management Tentative Schedule Class Notes

Sample Exam

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(1)¡@A Geometric Representation of the Frisch-Waugh-Lovell Theorem
¡@¡@ ( By Walter Sosa Escudero of the Universidad Nacional de La Plata )

(2)¡@The Empirical Performance of Alternative Extreme Value Volatility Estimators
¡@¡@ ( By Kai Li of New York University, and David Weinbaum of New York University )

(3)¡@Defining a Beta Distribution Function for Construction Simulation
¡@¡@ ( By Javier Fente of Arizona State University, Kraig Knutson of Arizona State University, and Cliff Schexnayder of Arizona State University )
(4)¡@Understanding Relationships Using Copulas
¡@¡@ ( By Edward W. Frees of the University of Wisconsin-Madison, and Emiliano A. Valdez, doctoral student, University of Wisconsin-Madison )
(5)¡@A Series Expansion for the Bivariate Normal Integral
¡@¡@ ( By Oldrich Alfons Vasicek of Moody's |KMV )
(6)¡@Empirical Evidence on Volatility Estimators
¡@¡@ ( By Joao Duque of the Universidade Tecnica de Lisboa, and Dean A. Paxson of the University of Manchester )
(7)¡@A Class of Symmetric Bivariate Uniform Distributions
¡@¡@ ( By Thomas S. Ferguson of the University of California at Los Angeles )
(8)¡@Estimation of Variances of Averages Based on Overlapping Samples in Repeated Surveys
¡@¡@ ( By B. Quenneville and K.P. Srinath, Statistics Canada )
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