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Report NEP-ORE-2017-06-04
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:
- Andor, Mark & Parmeter, Christopher, 2017, "Pseudolikelihood estimation of the stochastic frontier model," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 693, DOI: 10.4419/86788804.
- Chen, J. & Kobayashi, M. & McAleer, M.J., 2017, "Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2017-022/III, Feb.
- Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
- Pyzhov, Vladislav & Pyzhov, Stanislav, 2017, "Comparison of methods of data mining techniques for the predictive accuracy," MPRA Paper, University Library of Munich, Germany, number 79326, May.
- Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
- Dirk Bergemann & Tibor Heumann & Stephen Morris, 2017, "Belief-Free Rationalizability and Informational Robustness," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2088, May.
- Arthur Lewbel, 2016, "Identification and Estimation Using Heteroscedasticity Without Instruments: The Binary Endogenous Regressor Case," Boston College Working Papers in Economics, Boston College Department of Economics, number 927, Dec.
- Michal Andrle & Miroslav Plasil, 2017, "System Priors for Econometric Time Series," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/01, May.
- Nihad Aliyev & Xue-Zhong He, 2017, "Ambiguous Market Making," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 383, May.
- Marek Kvet & Jaroslav Janáèek, 2017, "Hill-Climbing Algorithm for Robust Emergency System Design with Return Preventing Constraints," Working Papers, Institute of Economic Research, number 58/2017, May, revised May 2017.