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Report NEP-ORE-2009-06-10
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:
Yang K. Lu & Pierre Perron, 2008.
"Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model Boston University - Department of Economics - Working Papers Series
wp2008-012, Boston University - Department of Economics.
[Downloadable!] Zhongjun Qu & Pierre Perron, 2008.
"A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices Boston University - Department of Economics - Working Papers Series
wp2008-007, Boston University - Department of Economics.
[Downloadable!] Zagaglia, Paolo, 2009.
"Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback Research Papers in Economics
2009:14, Stockholm University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-29.
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