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Report NEP-ORE-2014-12-03
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:
- Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014, "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-938, Aug.
- Yuta Kurose & Yasuhiro Omori, 2014, "Dynamic Equicorrelation Stochastic Volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-941, Sep.
- Eric Eisenstat & Rodney W. Strachan, 2014, "Modelling Inflation Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-68, Nov.
- Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014, "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-42, Nov.
- H Peyton Young, 2014, "The Evolution of Social Norms," Economics Series Working Papers, University of Oxford, Department of Economics, number 726, Oct.
- Jozef Baruník & Frantisek Cech, 2014, "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/23, Aug, revised Aug 2014.
- Jozef Baruník & Lucie Kraicová, 2014, "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/33, Sep, revised Sep 2014.