Printed from https://ideas.repec.org/n/nep-ore/2017-09-17.html
Report NEP-ORE-2017-09-17
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:
- David Harris & Gael M. Martin & Indeewara Perera & Don S. Poskitt, 2017, "Construction and visualization of optimal confidence sets for frequentist distributional forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/17.
- Michael mcAleer, 2017, "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-082/III, Sep.
- Erik (E.T.) Verhoef, 2017, "Optimal Congestion Pricing with Diverging Long-run and Short-run Scheduling Preferences," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-077/VIII, Sep.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2017, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/17.
- Stephan Jagau & Theo (T.J.S.) Offerman, 2017, "Defaults, Normative Anchors and the Occurrence of Risky and Cautious Shifts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-083/I, Sep.
- Mawuli Segnon & Mark Trede, 2017, "Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6617, Sep.