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Report NEP-ORE-2015-06-13
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:
- Joshua C.C. Chan & Eric Eisenstat, 2015, "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-19, Jun.
- Joshua C.C. Chan & Angelia L. Grant, 2015, "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-20, Jun.
- Violetta Dalla & Javier Hidalgo, 2015, "Testing for Breaks in Regression Models with Dependent Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /2015/584, Mar.
- esposito, francesco paolo & cummins, mark, 2015, "Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 64987, May.
- Ulrich Hounyo & Rasmus T. Varneskov, 2015, "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-26, May.
- Bent Jesper Christensen & Rasmus T. Varneskov, 2015, "Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-25, May.
- Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
- Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien, 2015, "Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1507, Jun.
- Goh, Joel & Bayati, Mohsen & Zenios, Stefanos A. & Singh, Sundeep & Moore, David, 2015, "Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations," Research Papers, Stanford University, Graduate School of Business, number 3283.
- Michael D. Grubb, 2015, "Overconfident Consumers in the Marketplace," Boston College Working Papers in Economics, Boston College Department of Economics, number 877, Mar.
- Fuchun Li, 2015, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 15-17, DOI: 10.34989/swp-2015-17.
- Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015, "Comonotonic Monte Carlo and its applications in option pricing and quantification of risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159741, Jun.
- Marco Corazza & Elisa Scalco, 2015, "Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:11.