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Report NEP-ORE-2014-09-25
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:
- Pablo Olivares & Matthew Cane, 2014, "Pricing Spread Options under Stochastic Correlation and Jump-Diffusion Models," Papers, arXiv.org, number 1409.1175, Sep.
- Michael Creel & Dennis Kristensen, 2014, "ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-30, Aug.
- McAleer, M.J. & Hafner, C.M., 2014, "A One Line Derivation of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-20, Jun.
- Item repec:hum:wpaper:sfb649dp2014-035 is not listed on IDEAS anymore
- Gianfranco Piras & Ingmar R. Prucha, 2013, "On the Finite Sample Properties of Pre-test Estimators of Spatial Models," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2013-07, Oct.
- Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014, "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers, Brandeis School of Business and Economics, number 76, Jul.