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," SSE/EFI Working Paper Series in Economics and Finance 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 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 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," FRB Atlanta Working Paper 2013-01, Federal Reserve Bank of Atlanta.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 3/02. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) 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.