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Report NEP-ORE-2015-12-01
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:
- Xue-Zhong He & Kai Li & Chuncheng Wan, 2015, "Volatility Clustering: A Nonlinear Theoretical Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 365, Nov.
- Fedor Iskhakov & Thomas Høgholm Jørgensen & John Rust & Bertel Schjerning, 2015, "Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks," Discussion Papers, University of Copenhagen. Department of Economics, number 15-19, Nov.
- Heinrich, Torsten, 2015, "A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure," MPRA Paper, University Library of Munich, Germany, number 68089, Feb.
- Majid M. Al-Sadoon, 2015, "Testing subspace Granger causality," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1495, Nov.
- Francq, Christian & Zakoian, Jean-Michel, 2015, "Joint inference on market and estimation risks in dynamic portfolios," MPRA Paper, University Library of Munich, Germany, number 68100, Nov.
- Anders Rosenstand Laugesen, 2015, "Asymmetric Monotone Comparative Statics for the Industry Compositions," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2015-22, Nov.
- Mark J. Jensen, 2015, "Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-12, Nov.
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-16, Nov.
- Yeboah Asuamah, Samuel, 2015, "An econometric investigation of forecasting liquefied petroleum gas in Ghana," MPRA Paper, University Library of Munich, Germany, number 67834, Jul.
- Edward F. Baranov & Igor A. Kim & Dmitri I. Piontkovski & Elena A. Staritsyna, 2015, "Constructing Retrospective Time Series of Russian Input-Output Accounts Based on the Nace/Cpa Classifications," HSE Working papers, National Research University Higher School of Economics, number WP BRP 108/EC/2015.
- Mark Podolskij & Nopporn Thamrongrat, 2015, "A weak limit theorem for numerical approximation of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-53, Nov.
- Item repec:hum:wpaper:sfb649dp2015-050 is not listed on IDEAS anymore
- Gurdip Bakashi & Mario Cerrato & John Crosby, 2015, "Risk Sharing in International Economies and Market Incompleteness," Working Papers, Business School - Economics, University of Glasgow, number 2015_23, Oct.
- George Kapetanious & Simon Price & Konstantinos Theodoridis, 2015, "A new approach to multi-step forecasting using dynamic stochastic general equilibrium models," Bank of England working papers, Bank of England, number 567, Nov.