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Report NEP-ORE-2014-01-10
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:
- Zhongxian Men & Tony S. Wirjanto & Adam W. Kolkiewicz, 2013, "Bayesian Inference of Multiscale Stochastic Conditional Duration Models," Working Paper series, Rimini Centre for Economic Analysis, number 63_13, Dec.
- Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
- Persson, Petra, 2013, "Attention Manipulation and Information Overload," Working Paper Series, Research Institute of Industrial Economics, number 995, Dec.
- Maxim Bichuch & Ronnie Sircar, 2014, "Optimal Investment with Transaction Costs and Stochastic Volatility," Papers, arXiv.org, number 1401.0562, Jan, revised Aug 2014.
- Fung, Ka Wai Terence & Wan, Wilson, 2013, "The Impact of Merger and Acquisition on Value at Risk (VaR): A Case Study of China Eastern Airline," MPRA Paper, University Library of Munich, Germany, number 52568.
- Katarzyna Maciejowska & Rafal Weron, 2013, "Forecasting of daily electricity prices with factor models: Utilizing intra-day and inter-zone relationships," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/11, Dec.
- Thi Hong Van Hoang & Hooi Hooi Lean & Wing-Keung Wong, 2013, "Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange," Working Papers, Association Française de Cliométrie (AFC), number 05-13.
- Rui Pascoal & Ana Margarida Monteiro, 2013, "Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-27, Dec.