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Report NEP-ORE-2014-07-21
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:
- Joshua C.C. Chan & Angelia L. Grant, 2014, "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-51, Jul.
- Yang, Bill Huajian, 2013, "Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models," MPRA Paper, University Library of Munich, Germany, number 57244, Jul.
- Thomas Fagart, 2014, "Markovian Equilibrium in a Model of Investment Under Imperfect Competition," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020398, May.
- Davide Delle Monache & Ivan Petrella, 2014, "Adaptive Models and Heavy Tails," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1409, Jul.
- Christian M. Hafner & Michael McAleer, 2014, "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/19, Jul.
- Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo, 2014, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1403, Jul.
- Pablo Burriel & María Isabel García-Belmonte, 2013, "Meeting our D€STINY. A Disaggregated €uro area Short Term INdicator model to forecast GDP (Y) growth," Working Papers, Banco de España, number 1323, Dec.
- Emma Berenguer & Ricardo Gimeno & Juan M. Nave, 2013, "Term structure estimation, liquidity-induced heteroskedasticity and the price of liquidity risk," Working Papers, Banco de España, number 1308, May.