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Report NEP-ORE-2012-10-06
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:
- Todd E. Clark & Francesco Ravazzolo, 2012, "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1218, DOI: 10.26509/frbc-wp-201218.
- Bai, Jushan & Liao, Yuan, 2012, "Efficient Estimation of Approximate Factor Models," MPRA Paper, University Library of Munich, Germany, number 41558, Sep.
- Christan Francq & Jean-Michel Zakoian, 2012, "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers, Center for Research in Economics and Statistics, number 2012-17, Aug.
- Alexandru Badescu & Robert J. Elliott & Juan-Pablo Ortega, 2012, "Quadratic hedging schemes for non-Gaussian GARCH models," Papers, arXiv.org, number 1209.5976, Sep, revised Dec 2013.
- Tomáš Adam & Sona Benecká & Ivo Jánský, 2012, "Time-varying Betas of the Banking Sector," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/23, Jul, revised Jul 2012.
- Degui Li & Oliver Linton & Zudi Lu, 2012, "A flexible semiparametric model for time series," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/12, Sep.
- Fabio Rumler & Walter Waschiczek, 2012, "Have Changes in the Financial Structure Affected Bank Profitability? Evidence for Austria," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 180, Sep.