Printed from https://ideas.repec.org/n/nep-ore/2017-07-02.html
Report NEP-ORE-2017-07-02
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:
- Chang, C-L. & McAleer, M.J., 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-17, Jun.
- Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
- Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-056/III, Jun.
- Mira Frick & Ryota Iijima & Tomasz Strzalecki, 2017, "Dynamic Random Utility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2092, Jun.