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Report NEP-ORE-2010-05-08
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:
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-RamÃrez, 2010, "Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting in U.S. Data," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-015, Apr.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Ambit processes and stochastic partial differential equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-17, Apr.
- Item repec:hal:wpaper:hal-00477381_v1 is not listed on IDEAS anymore
- Giovanni De Luca & Giampiero Gallo, 2010, "A Time-varying Mixing Multiplicative Error Model for Realized Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_03, Apr.
- Item repec:arx:papers:1004.5191 is not listed on IDEAS anymore
- Carl Chiarella & Corrado Di Guilmi, 2010, "The Financial Instability Hypothesis: A Stochastic Microfoundation Framework," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 273, Mar.
- Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-18, Apr.