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Report NEP-ORE-2013-04-06
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:
- Xu, Zibo, 2013, "Stochastic stability in finite extensive-form games of perfect information," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 743, Mar.
- Huang, Bing & Cao, Jiling & Chung, Hyuck, 2013, "Strategic real options with stochastic volatility in a duopoly model," MPRA Paper, University Library of Munich, Germany, number 45731, Mar.
- Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013, "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research, number 855, Mar.
- 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.), number 2013-14.
- Andrew Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013, "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-01, Mar.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013, "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00803450, Feb.
- Anil K. Kashyap & Natalia Kovrijnykh, 2013, "Who Should Pay for Credit Ratings and How?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18923, Mar.