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Report NEP-ORE-2013-12-06
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:
- Joshua C C Chan & Cody Y L Hsiao, 2013, "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-74, Nov.
- Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung, 2013, "Testing for the buffered autoregressive processes," MPRA Paper, University Library of Munich, Germany, number 51706, Nov.
- Fontana, Alessandro & Corradin, Stefano, 2013, "House price cycles in Europe," Working Paper Series, European Central Bank, number 1613, Nov.
- Andersson, Fredrik N.G. & Li, Yushu, 2013, "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers, Lund University, Department of Economics, number 2013:38, Nov.
- Zhenyu Cui, 2013, "Stochastic areas of diffusions and applications in risk theory," Papers, arXiv.org, number 1312.0283, Dec.
- Ilya Zutler, 2013, "Probabilistic extention of the cumulative prospect theory," HSE Working papers, National Research University Higher School of Economics, number WP BRP 33/EC/2013.
- Thomas Greve & Michael G. Pollitt, 2013, "Network Procurement Auctions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1347, Nov.