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Report NEP-ORE-2010-07-10
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Conall O'Sullivan & Stephen O'Sullivan, 2010, "Pricing Options under Heston’s Stochastic Volatility Model via Accelerated Explicit Finite Differencing Methods," Working Papers, Geary Institute, University College Dublin, number 201031, Jun.
- Alessandro Flamini & Costas Milas, 2010, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers, The University of Sheffield, Department of Economics, number 2010015, Jun, revised Jun 2010.
- John Quah & Bruno Strulovici, 2010, "Aggregating the single crossing property: theory and applications to comparative statics and Bayesian games," Economics Series Working Papers, University of Oxford, Department of Economics, number 493, Jun.
- Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010, "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2010-07.
- Shu-Ping Shi, 2010, "Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-524, Jun.
- J. Isaac Miller, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers, Department of Economics, University of Missouri, number 1001, Jan.
- John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2010, "Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1029.