Report NEP-ORE-2014-06-22

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:

• Rao, Harish Venkatesh & Dutta, Goutam & Basu, Sankarshan, 2014, "Database Structure for a Multi Stage Stochastic Optimization Based Decision Support System for Asset – Liability Management of a Life Insurance Company," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP2014-06-02, Jun.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• Item repec:bor:wpaper:1419 is not listed on IDEAS anymore

• Item repec:vuw:vuwecf:3412 is not listed on IDEAS anymore

• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016, "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper, Economics Department, Queen's University, number 1324, Nov.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/16, Jun.
• Alain Monfort & Renne, J.-P. & Roussellet, G., 2014, "A Quadratic Kalman Filter," Working papers, Banque de France, number 486.
• Item repec:hal:pseose:hal-00969344 is not listed on IDEAS anymore

• Varang Wiriyawit & Benjamin Wong, 2014, "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-46, Jun.
• Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014, "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS15, Jun.
• Item repec:hum:wpaper:sfb649dp2014-031 is not listed on IDEAS anymore

Report NEP-ORE-2014-06-22

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: