new at GloriaMundi last 2 weeks (9/10/2010 - 8/26/2010)
| Document Title | Author | Issue Date |
| A Network Model of Systemic Risk: Stress Testing.. | [Diez-Canedo, Javier Marquez][Martinez-Jaramillo, Serafin] | 9-2-2010 |
| Probabilistic Fuzzy Systems in Value-at-Risk Est.. | [Almeida, Rui Jorge][Kaymak, Uzay] | 9-2-2010 |
| Value-at-Risk Estimation with Fuzzy Histograms | [Kaymak, Uzay][Almeida, Rui Jorge] | 9-2-2010 |
| Saddle Point Approximation and Volatility Estima.. | [Chan, Ngai Hang][Tian, Maozai] | 9-2-2010 |
| Parametric Forecasting of Value at Risk Using He.. | [Pivac, Snezana][Arneric, Josip][Jurun, Elza] | 9-1-2010 |
| Multiscale Local Change POint Detection with App.. | [Spokoiny, Vladimir] | 9-1-2010 |
| Portfolio Management Using Value at Risk: A Comp.. | [Dallagnol, Valdemar A.][van den Berg, Jan][Mous, L.] | 9-1-2010 |
| Combine GARCH Model and Neural Networks to Forec.. | [Chen, Cheng-Te][Hsieh, Chin-Shan][Chang, Hae-Ching] | 9-1-2010 |
| An Estiamtion Model of Value-at-Risk Portfolio u.. | [Yoshida, Yuji] | 9-1-2010 |
| Skew-Elliptical Distributions and Their Applicat.. | [Genton, Marc G.] | 8-31-2010 |
| Bounded Relative Error Importance Sampling and R.. | [McLeish, Don L.] | 8-31-2010 |
| The Subprime Credit Crisis of 2007 | [Crouhy, Michel][Jarrow, Robert][Turnbull, Stuart] | 8-31-2010 |
| Bootstrap Methods: A Guide for Practitioners and.. | [Chernick, Michael R.] | 8-30-2010 |
| Empirical Likelihood-Based Evaluation of Value a.. | [Wei, Zhenghong][Zhu, Lixing][Wen, SongQiao] | 8-30-2010 |
| Probability and Measure, 3rd Ed. | [Billingsley, Patrick] | 8-30-2010 |
| Contribution Values for Allocation of Risk and f.. | [Maass, Sebastian][Denneberg, Dieter] | 8-30-2010 |
| Exact Inference in Diagnosing Value-at-Risk Esti.. | [Herwartz, Helmut] | 8-29-2010 |
| A Two-Stage Approach to Allowing Time-Varying Vo.. | [Lin, Chu-hsiung][Chen, Hsien-Ming][Changchien, Chang-Cheng][Kao, Tzu-Chuan] | 8-29-2010 |
| Recursive Computation of Value-at-Risk and Condi.. | [Bardou,Olivier][Frikha, Noufel][Pagès, Gilles] | 8-29-2010 |
| Introductory Lectures on Fluctuations of Lévy Pr.. | [Kyprianou, Andreas E.] | 8-29-2010 |
