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Report NEP-ORE-2015-04-11
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:
- Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015, "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015007, Feb.
- Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015, "Modeling and forecasting persistent financial durations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 36.
- Hafner, Christian & Breitung, Jörg, 2014, "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014060, Nov.
- Helmut Lütkepohl & Aleksei Netsunajev, 2015, "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1464.
- He, Wei & Sun, Yeneng, 2015, "Dynamic Games with Almost Perfect Information," MPRA Paper, University Library of Munich, Germany, number 63345.
- Orazio Attanasio & Corina Mommaerts & Costas Meghir, 2015, "Insurance in Extended Family Networks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1996, Mar.
- BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014, "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014053, Nov.
- Heiner F. Mikosch & Stefan Neuwirth, 2015, "Real-Time Forecasting with a MIDAS VAR," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 15-377, Apr, DOI: 10.3929/ethz-a-010414894.