Browsing by Author Dowd, Kevin

Showing results 1 to 18 of 18
Published DateTitleAuthor(s)
23-Dec-2006Estimating financial risk measures for futures positions : a non-parametric approachCotter, JohnDowd, Kevin
May-2007Evaluating the precision of estimators of quantile-based risk measuresDowd, KevinCotter, John
20-Mar-2007Exponential spectral risk measuresDowd, KevinCotter, John
Nov-2011Extreme global equity market riskCotter, JohnDowd, Kevin
6-Oct-2008Extreme measures of agricultural financial riskCotter, JohnDowd, KevinMorgan, Wyn
Feb-2012Extreme measures of agricultural financial riskCotter, JohnDowd, KevinMorgan, Wyn
14-Dec-2005Extreme spectral risk measures : an application to futures clearinghouse margin requirementsCotter, JohnDowd, Kevin
Nov-2006Financial risks and the Pension Protection Fund : can it survive them?Blake, DavidCotter, JohnDowd, Kevin
2008How unlucky is 25-Sigma?Dowd, KevinCotter, JohnHumphrey, ChristopherWoods, Margaret
24-Mar-2008How unlucky is 25-Sigma?Dowd, KevinCotter, JohnHumphrey, ChristopherWoods, Margaret
18-May-2007Intra-day seasonality in foreign exchange market transactionsCotter, JohnDowd, Kevin
Apr-2010Intra-day seasonality in foreign exchange market transactionsCotter, JohnDowd, Kevin
18-Apr-2008Spectral risk measures : properties and limitationsDowd, KevinCotter, JohnSorwar, Ghulam
11-Mar-2007Spectral risk measures and the choice of risk aversion functiorDowd, KevinCotter, John
31-Oct-2006Spectral risk measures with an application to futures clearinghouse variation margin requirementsCotter, JohnDowd, Kevin
18-May-2007The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market ordersCotter, JohnDowd, Kevin
10-Sep-2006U.S. core inflation : a wavelet analysisDowd, KevinCotter, John
Jun-2010U.S. core inflation : a wavelet analysisCotter, JohnDowd, KevinLoh, Lixia