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Report NEP-ORE-2014-03-15
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:
- Francq, Christian & Zakoian, Jean-Michel, 2014, "Estimating multivariate GARCH and stochastic correlation models equation by equation," MPRA Paper, University Library of Munich, Germany, number 54250.
- Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/09, Feb.
- Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54030, Feb.
- Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
- Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014, "Do Recent Stochastic Tools Help to Better Understand Investors Preference and Asset Allocation?," Working Papers, Department of Research, Ipag Business School, number 2014-130, Jan.
- Igor Kheifets, 2014, "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1937, Mar, revised Oct 2014.
- Sohn, Alexander & Klein, Nadja & Kneib, Thomas, 2014, "A new semiparametric approach to analysing conditional income distributions," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 192.