Report NEP-ORE-2013-03-02This 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:
- Manabu Asai & Michael McAleer, 2013. "A Fractionally Integrated Wishart Stochastic Volatility Model," Tinbergen Institute Discussion Papers 13-025/III, Tinbergen Institute.
- Item repec:hal:wpaper:hal-00786239 is not listed on IDEAS anymore
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2013. "A non-linear approach with long range dependence based on Chebyshev polynomials," Working Papers 13-01, Asociación Española de Economía y Finanzas Internacionales.
- Wan-Kai Pang & Yuan-Hua Ni & Xun Li & Ka-Fai Cedric Yiu, 2013. "Continuous-time Mean-Variance Portfolio Selection with Stochastic Parameters," Papers 1302.6669, arXiv.org.