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Report NEP-ORE-2017-02-12
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:
- AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016, "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016042, Dec.
- Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016, "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers, Rice University, Department of Economics, number 16-002, Nov.
- Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti, 2017, "Stochastic Evolution of Distributions - Applications to CDS indices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17007, Jan.
- DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.
- Markus Leippold & Jacob Stromberg, 2012, "Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-23, May.
- Philipp Renner & Karl Schmedders, 2012, "A Polynomial Optimization Approach to Principal-Agent Problems," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-35, Dec.
- Christoph Czichowsky & Martin Schweizer, 2012, "Cone-Constrained Continuous-Time Markowitz Problems," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-25, Jun.
- Lauren Larrouy & Guilhem Lecouteux, 2017, "Mindreading and Endogenous Beliefs in Games," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2017-01, Jan, revised Jun 2017.
- Gökhan Buturaky & Özgür Evren, 2016, "Choice Overload and Asymmetric Regret," Working Papers, Center for Economic and Financial Research (CEFIR), number w0235, Dec.
- Damir Filipović, 2012, "Affine Variance Swap Curve Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-14, Apr.
- Alex Klein & Guy Tchuente, 2017, "Spatial differencing for sample selection models," Studies in Economics, School of Economics, University of Kent, number 1701, Jan.
- Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016, "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145485.
- Liudmyla Vozna, 2016, "How Economists Can Use the Laws of Physics On the Example of the Notion of Entropy in its Application to Some Economic Conceptions," STOREPapers, Associazione Italiana per la Storia dell'Economia Politica - StorEP, number 1_2016, Dec.
- Mikhail Miklyaev & Shahryar Afra & Melani Schultz, 2017, "Cost-Benefit Analysis of Rwanda’s Dairy Value Chains," Development Discussion Papers, JDI Executive Programs, number 2017-02, Feb.
- Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.
- HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016044, Nov.