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Report NEP-ORE-2018-06-25
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:
- Monica Billio & Roberto Casarin & Matteo Iacopini, 2018, "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:14.
- Christopher F Baum & Paola Zerilli & Liyuan Chen, 2018, "Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data," Boston College Working Papers in Economics, Boston College Department of Economics, number 952, Jun, revised 29 May 2019.
- Martin Lettau & Markus Pelger, 2018, "Estimating Latent Asset-Pricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24618, May.
- Mendy, David & Widodo, Tri, 2018, "Two Stage Markov Switching Model: Identifying the Indonesian Rupiah Per US Dollar Turning Points Post 1997 Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 86728, May.
- Vanessa Berenguer Rico & Ines Wilms, 2018, "White heteroscedasticty testing after outlier removal," Economics Series Working Papers, University of Oxford, Department of Economics, number 853, Jun.
- Karol Gellert & Erik Schlögl, 2018, "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 392, Jun.