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Report NEP-ORE-2015-02-22
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:
- Malefaki, Valia, 2015, "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper, University Library of Munich, Germany, number 62216, Jan.
- Item repec:hum:wpaper:sfb649dp2015-008 is not listed on IDEAS anymore
- Daniel J. Henderson & Christopher F. Parmeter, 2015, "Single-Step Estimation of a Partially Linear Model," Working Papers, University of Miami, Department of Economics, number 2015-01, Jan.
- Tomasz Skoczylas, 2015, "Bivariate GARCH models for single asset returns," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-03.
- Anh Nguyen, 2015, "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers, Lancaster University Management School, Economics Department, number 75949436.
- Miriam Rehm & Ali Asjad Naqvi, 2013, "Migration feedback effects in networks: an agent-based model," Working Papers, New School for Social Research, Department of Economics, number 1307, Oct.
- Biqing Cai & Jiti Gao & Dag Tjostheim, 2015, "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/15.
- Lan, Hong & Meyer-Gohde, Alexander, 2014, "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100523.
- Ngo Van Long & Fabien Prieur & Klarizze Puzon & Mabel Tidball, 2014, "Markov Perfect Equilibria in Differential Games with Regime Switching Strategies," CEEES Paper Series, European University at St. Petersburg, Department of Economics, number CE3S-03/14, Dec.
- Drepper, Bettina & Effraimidis, Georgios, 2015, "Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 8839, Feb.
- Willy Alanya & Gabriel Rodríguez, 2014, "Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-392.
- Paola Manzini & Marco Mariotti & Levent Ülkü, 2015, "Stochastic Complementarity," Working Papers, Centro de Investigacion Economica, ITAM, number 1501.