Report NEP-ORE-2013-05-24
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:
- Marco Del Negro & Giorgio E. Primiceri, 2013, "Time-Varying Structural Vector Autoregressions and Monetary Policy: a Corrigendum," Staff Reports, Federal Reserve Bank of New York, number 619.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2013, "Estimating dynamic equilibrium models with stochastic volatility," Working Papers, Federal Reserve Bank of Philadelphia, number 13-19.
- Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira da Veiga, María Helena, 2013, "One for all : nesting asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws131110, May.
- Fry, John, 2013, "Bubbles, shocks and elementary technical trading strategies," MPRA Paper, University Library of Munich, Germany, number 47052, May.
Printed from https://ideas.repec.org/n/nep-ore/2013-05-24.html