Report NEP-ORE-2013-04-06This 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.
The following items were announced in this report:
- Xu, Zibo, 2013. "Stochastic stability in finite extensive-form games of perfect information," Working Paper Series in Economics and Finance, Stockholm School of Economics 743, Stockholm School of Economics.
- Huang, Bing & Cao, Jiling & Chung, Hyuck, 2013. "Strategic real options with stochastic volatility in a duopoly model," MPRA Paper 45731, University Library of Munich, Germany.
- Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research 855, Kyoto University, Institute of Economic Research.
- Ovidiu Costin & Michael B. Gordy & Min Huang & Pawel J. Szerszen, 2013. "Expectations of functions of stochastic time with application to credit risk modeling," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-14, Board of Governors of the Federal Reserve System (U.S.).
- Foerster, Andrew & Rubio-Ramírez, Juan & Waggoner, Daniel F. & Zha, Tao, 2013. "Perturbation methods for Markov-switching DSGE models," Working Paper, Federal Reserve Bank of Atlanta 2013-01, Federal Reserve Bank of Atlanta.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers), HAL halshs-00803450, HAL.
- Anil K Kashyap & Natalia Kovrijnykh, 2013. "Who Should Pay for Credit Ratings and How?," NBER Working Papers 18923, National Bureau of Economic Research, Inc.