Report NEP-ORE-2010-10-23This 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:
- Item repec:dgr:eureir:1765020940 is not listed on IDEAS anymore
- Shin Kanaya & Dennis Kristensen, 2010. "Estimation of Stochastic Volatility Models by Nonparametric Filtering," CREATES Research Papers 2010-67, Department of Economics and Business Economics, Aarhus University.
- Olivier Ledoit & Michael Wolf, 2011. "Nonlinear shrinkage estimation of large-dimensional covariance matrices," IEW - Working Papers 515, Institute for Empirical Research in Economics - University of Zurich.
- Richard Ashley, 2010. "On the Origins of Conditional Heteroscedasticity in Time Series," Working Papers e07-23, Virginia Polytechnic Institute and State University, Department of Economics.