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Report NEP-ORE-2015-08-19
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:
- Shin Kanaya & Dennis Kristensen, 2015, "Estimation of stochastic volatility models by nonparametric filtering," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/15, Mar.
- Dimitris Korobilis., 2015, "Quantile forecasts of inflation under model uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2015_09, Apr.
- Joshua C.C. Chan & Eric Eisenstat, 2015, "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-32, Aug.
- Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
- Raouf Boucekkine & Patrick Pintus & Benteng Zou, 2015, "Stochastic Stability of Endogenous Growth: Theory and Applications," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1532, Jul.
- Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers, HAL, number hal-01090837, Nov.
- Timothy M. Christensen, 2015, "Nonparametric stochastic discount factor decomposition," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/15, Jun.
- Fedotenkov, Igor, 2015, "A simple nonparametric test for the existence of finite moments," MPRA Paper, University Library of Munich, Germany, number 66089, Aug.