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Report NEP-ORE-2016-03-17
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:
- Hecq, A.W. & Jacobs, J.P.A.M. & Stamatogiannis, M., 2016, "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 004, Jan, DOI: 10.26481/umagsb.2016004.
- Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.
- Item repec:cte:idrepe:id-16-01 is not listed on IDEAS anymore
- Dilip Kumar, 2016, "Estimating and forecasting value-at-risk using the unbiased extreme value volatility estimator," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205528, Mar.
- Santiago Gamba Santamar�a & Oscar Fernando Jaul�n M�ndez & Luis Fernando Melo Velandia & Carlos Andr�s Quicaz�n Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica, number 14263, Feb.