Report NEP-ORE-2013-07-15This 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:
- Jesus Fernandez-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramírez, 2013. "Estimating Dynamic Equilibrium Models with Stochastic Volatility," PIER Working Paper Archive 13-036, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Asger Lunde & Anne Floor Brix, 2013. "Estimating Stochastic Volatility Models using Prediction-based Estimating Functions," CREATES Research Papers 2013-23, Department of Economics and Business Economics, Aarhus University.
- Sinha, Pankaj & Chandwani, Abhishek & Sinha, Tanmay, 2013. "Algorithm of construction of Optimum Portfolio of stocks using Genetic Algorithm," MPRA Paper 48204, University Library of Munich, Germany.
- Fulvio Fontini & Katrin Millock & Michele Moretto, 2013. "Investments in Quality, Collective Reputation and Information Acquisition," Working Papers 2013.53, Fondazione Eni Enrico Mattei.
- Korhonen, Iikka & Peresetsky, Anatoly, 2013. "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers 15/2013, Bank of Finland, Institute for Economies in Transition.
- Rossana Mastrandrea & Tiziano Squartini & Giorgio Fagiolo & Diego Garlaschelli, 2013. "Enhanced network reconstruction from irreducible local information," LEM Papers Series 2013/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Paola Manzini & Marco Mariotti, 2013. "Stochastic Choice and Consideration Sets," Discussion Paper Series, Department of Economics 201303, Department of Economics, University of St. Andrews.
- Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.