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Report NEP-ORE-2015-07-04
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:
- Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015, "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics, School of Economics, University of Kent, number 1511, Jul.
- Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015, "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-030.
- Item repec:dau:papers:123456789/15232 is not listed on IDEAS anymore
- Matthias Greiff, 2015, "Integrating Affective Responses into Game Theory: A Dual Selves Model," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201517.
- Item repec:dau:papers:123456789/15246 is not listed on IDEAS anymore
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras & Rangan Gupta, 2015, "The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201548, Jun.
- Thomas Flavin & Lisa Sheenan, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n260-15.pdf.
- Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert, 2015, "An Intertemporal CAPM with Stochastic Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10681, Jun.
- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2015, "Testing Mean Stability of Heteroskedastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2006, Jun.
- Dominique Gu�gan & Bertrand Hassani & Kehan Li, 2015, "The Spectral Stress VaR (SSVaR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:17.
- Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015, "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-031.
- Bensalma, Ahmed, 2015, "New Fractional Dickey and Fuller Test," MPRA Paper, University Library of Munich, Germany, number 65282, May.
- Item repec:spo:wpmain:info:hdl:2441/34a8d5vcod96oo2cch2e7gs4v6 is not listed on IDEAS anymore
- Koji Yokote & Yukihiko Funaki & Yoshio Kamijo, 2015, "A new basis and the Shapley value," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1418, Jan.
- Naser, Hanan & Alaali, Fatema, 2015, "Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach," MPRA Paper, University Library of Munich, Germany, number 65295, Jan, revised 25 Jun 2015.
- Grote, Claudia & Bertram, Philip, 2015, "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-558, Jun.
- Frank J. Fabozzi & Rosella Giacometti & Naoshi Tsuchida, 2015, "The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-04, Jun.
- Sébastien Courtin & Zephirin Nganmeni & Bertrand Tchantcho, 2015, "Dichotomous multi-type games: Shapley-Shubik and Banzhaf-Coleman power indices," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-05.