Printed from https://ideas.repec.org/n/nep-ore/2016-03-06.html
Report NEP-ORE-2016-03-06
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:
- Ling, S. & McAleer, M.J. & Tong, H., 2015, "Frontiers in Time Series and Financial Econometrics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-07, Feb.
- Chang, C-L. & McAleer, M.J., 2014, "Econometric Analysis of Financial Derivatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-02, Dec.
- Item repec:hum:wpaper:sfb649dp2016-002 is not listed on IDEAS anymore
- Bruno Bouchard & Marcel Nutz, 2015, "Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions," Post-Print, HAL, number hal-00846830, Jul, DOI: 10.1287/moor.2015.0718.
- Asai, M. & McAleer, M.J., 2015, "The Impact of Jumps and Leverage in Forecasting Co-Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-06, Feb.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 2, Feb.
- Martinet, G.G. & McAleer, M.J., 2015, "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-12, Feb.
- Blomquist, S. & Simula, L., 2016, "Marginal deadweight loss when the income tax is nonlinear," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-02.
- Pierre Guérin & Danilo Leiva-Leon, 2015, "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers, Bank of Canada, number 15-24, DOI: 10.34989/swp-2015-24.
- Dominique Guegan & Bertrand K. Hassani & Kehan Li, 2016, "Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16006, Jan.
- Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016, "A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong," MPRA Paper, University Library of Munich, Germany, number 69175.
- Kardaras, Constantinos, 2015, "On the stochastic behaviour of optional processes up to random times," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64965, Apr.
- Hamidi Sahneh, Mehdi, 2013, "Testing for Noncausal Vector Autoregressive Representation," MPRA Paper, University Library of Munich, Germany, number 68867, Aug, revised 16 Aug 2014.