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Report NEP-ORE-2013-01-26
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:
- Manabu Asai & Michael McAleer, 2013, "Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-02.
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2013, "Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 471.
- Marcin Jaskowski & Michael McAleer, 2012, "Estimating Implied Recovery Rates from the Term Structure of CDS Spreads," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-28, Dec.
- Lutz, Benjamin Johannes & Pigorsch, Uta & Rotfuß, Waldemar, 2013, "Nonlinearity in cap-and-trade systems: The EUA price and its fundamentals," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-001.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013, "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-03, Jan.
- Angelo Antoci & Simone Borghesi & Mauro Sodini, 2012, "ETS and Technological Innovation: A Random Matching Model," Working Papers, Fondazione Eni Enrico Mattei, number 2012.79, Oct.