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Report NEP-ORE-2015-04-02
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:
- Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
- Rinke, Saskia & Sibbertsen, Philipp, 2015, "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-548, Mar.
- Stelios Bekiros & Rangan Gupta & Alessia Paccagnini, 2015, "Oil Price Forecastability and Economic Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201518, Mar.
- Anne Péguin-Feissolle & Bilel Sanhaji, 2015, "Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1516, Mar.
- Hossein Asgharian & Charlotte Christiansen & Ai Jun Hou, 2015, "Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-15, Mar.
- Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers, Bank of England, number 527, Mar.
- Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2015, "Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-14, Mar.
- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015, "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 15-00001, Feb.