Report NEP-ORE-2014-01-10This 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:
- Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013. "Bayesian Inference of Multiscale Stochastic Conditional Duration Models," Working Paper Series 63_13, The Rimini Centre for Economic Analysis.
- Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
- Persson, Petra, 2013. "Attention Manipulation and Information Overload," Working Paper Series 995, Research Institute of Industrial Economics.
- Maxim Bichuch & Ronnie Sircar, 2014. "Optimal Investment with Transaction Costs and Stochastic Volatility," Papers 1401.0562, arXiv.org.
- Fung, Ka Wai Terence & Wan, Wilson, 2013. "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper 52568, University Library of Munich, Germany.
- Katarzyna Maciejowska & Rafal Weron, 2013. "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports HSC/13/11, Hugo Steinhaus Center, Wroclaw University of Technology.
- Thi Hong Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2013. "Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange," Working Papers 05-13, Association Française de Cliométrie (AFC).
- Rui Pascoal & Ana Margarida Monteiro, 2013. "Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis," GEMF Working Papers 2013-27, GEMF - Faculdade de Economia, Universidade de Coimbra.