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Report NEP-ORE-2009-06-03
This is the archive for NEP-ORE , a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-ORE
The following items were anounced in this report:
Nikolaus Hautsch & Yangguoyi Ou, 2009.
"Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields CFS Working Paper Series
2009/03, Center for Financial Studies.
[Downloadable!] Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009.
"Stochastic volatility of volatility in continuous time CREATES Research Papers
2009-25, School of Economics and Management, University of Aarhus.
[Downloadable!] Toshiaki Watanabe & Masato Ubukata, 2009.
"Option Pricing Using Realized Volatility and ARCH Type Models Global COE Hi-Stat Discussion Paper Series
gd09-066, Institute of Economic Research, Hitotsubashi University.
[Downloadable!] Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009.
"Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy IMES Discussion Paper Series
09-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .