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Report NEP-ORE-2014-04-05
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:
- Galli, Fausto, 2014, "Stochastic conditonal range, a latent variable model for financial volatility," MPRA Paper, University Library of Munich, Germany, number 54841, Feb.
- Manabu Asai & Michael McAleer, 2014, "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/10, Mar.
- Bijsterbosch, Martin & Guérin, Pierre, 2014, "Characterizing very high uncertainty episodes," Working Paper Series, European Central Bank, number 1637, Feb.
- Weigand, Roland, 2014, "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 478, Mar.
- Donald J. Brown & Oliver Bunn & Caterina Calsamiglia & Donald J. Brown, 2013, "Fictive Learning in Choice under Uncertainty: A Logistic Regression Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1890R, Mar, revised Mar 2014.