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Report NEP-CWA-2012-02-15
This is the archive for NEP-CWA, a report on new working papers in the area of Central and Western Asia. Nurdilek Dalziel issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CWA
The following items were announced in this report:
- Martin Gremm & Mark B. Wise, 2012, "Mathematical Constraints on Financially Viable Public Policy," Papers, arXiv.org, number 1201.6340, Jan.
- Jo~ao P. da Cruz & Pedro G. Lind, 2012, "Heavy-tails in economic data: fundamental assumptions, modelling and analysis," Papers, arXiv.org, number 1202.0142, Feb.
- Miklos Rasonyi & Andrea M. Rodrigues, 2012, "Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time Markets," Papers, arXiv.org, number 1202.0628, Feb, revised Apr 2013.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
- Ribin Lye & James Peng Lung Tan & Siew Ann Cheong, 2012, "Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams," Papers, arXiv.org, number 1202.0606, Feb.
- Mikio Ito & Akihiko Noda & Tatsuma Wada, 2012, "The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach," Papers, arXiv.org, number 1202.0100, Feb, revised Aug 2015.
- J. Shen & B. Zheng, 2012, "On return-volatility correlation in financial dynamics," Papers, arXiv.org, number 1202.0342, Feb.
- J. Shen & B. Zheng, 2012, "Cross-correlation in financial dynamics," Papers, arXiv.org, number 1202.0344, Feb.
- Anca Gheorghiu & Ion Spanulescu, 2012, "An Econophysics Model for the Migration Phenomena," Papers, arXiv.org, number 1202.0996, Feb.
- Jason M. Fletcher & Stephen L. Ross, 2011, "Estimating the Effects of Friendship Networks on Health Behaviors of Adolescents," Working papers, University of Connecticut, Department of Economics, number 2011-26, Dec.