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Report NEP-ORE-2016-08-21
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:
- Pennoni, Fulvia & Romeo, Isabella, 2016, "Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison," MPRA Paper, University Library of Munich, Germany, number 72939, Jul.
- Schmitt, Noemi & Westerhoff, Frank, 2016, "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 111.
- Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
- Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
- Schmitt, Stefanie Yvonne, 2016, "Rational allocation of attention in decision-making," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 114.
- Christoph Große Steffen & Maximilian Podstawski, 2016, "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1602.
- Mateescu, Dan, 2016, "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 160720, Jul.