Report NEP-ORE-2014-04-11This 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.
The following items were announced in this report:
- Li, Yushu & Reese, Simon, 2014. "Wavelet improvement in turning point detection using a Hidden Markov Model," Discussion Papers 2014/10, Department of Business and Management Science, Norwegian School of Economics.
- Item repec:pen:papers:14-011 is not listed on IDEAS anymore
- Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Department of Business and Management Science, Norwegian School of Economics.
- Manabu Asai & Michael McAleer, 2014. "Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance," Documentos de Trabajo del ICAE 2014-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Bettina Klaus & Jonathan Newton, 2014. "Stochastic Stability in Assignment Problems," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 14.02, Université de Lausanne, Faculté des HEC, DEEP.
- Dorra Najar, 2014. "Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation," Working Papers 2014-195, Department of Research, Ipag Business School.