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Report NEP-ORE-2014-03-22
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:
- McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
- Li, Minqiang, 2014, "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper, University Library of Munich, Germany, number 54597, Mar.
- David Ardia & Lukasz Gatarek & Lennart F. hoogerheide, 2014, "A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis," Cahiers de recherche, CIRPEE, number 1413.
- Rasmus Søndergaard Pedersen, 2014, "Targeting estimation of CCC-Garch models with infinite fourth moments," Discussion Papers, University of Copenhagen. Department of Economics, number 14-04, Feb.
- Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2015, "Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 41, revised 2015, DOI: 10.2139/ssrn.2397083.
- Anna Creti & Zied Ftiti & Khaled Guesmi, 2014, "Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis," Working Papers, Department of Research, Ipag Business School, number 2014-121, Jan.
- Smeekes, S. & Urbain, J.R.Y.J., 2014, "A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 008, Jan, DOI: 10.26481/umagsb.2014008.