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Report NEP-ORE-2018-08-20
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:
- Lai, Hung-pin & Kumbhakar, Subal C., 2018, "Estimation of Dynamic Stochastic Frontier Model using Likelihood-based Approaches," MPRA Paper, University Library of Munich, Germany, number 87830, Apr.
- Damien Ackerer & Damir Filipović, 2017, "Option Pricing with Orthogonal Polynomial Expansions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-41, Nov.
- Paulo M.M. Rodrigues & Matei Demetrescu, 2018, "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers, Banco de Portugal, Economics and Research Department, number w201817.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Nash Equilibrium Strategies and Survival Portfolio Rules in Evolutionary Models of Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-17, Aug.
- Sílvia GONÇALVES & Benoit PERRON, 2018, "Bootstrapping Factor Models With Cross Sectional Dependence," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2018.
- Escañuela Romana, Ignacio, 2018, "Instability in the basic New Keynesian model under limited information," MPRA Paper, University Library of Munich, Germany, number 88015, Jul.
- Daniela Marella, 2018, "Pc Complex: Pc Algorithm For Complex Survey Data," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0240, Jul.
- Yang, David, 2018, "Has the arrival of Amazon altered the market structure for consumer electronic goods in Australia?," MPRA Paper, University Library of Munich, Germany, number 88153, Jul.
- Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2017, "Evolutionary Finance Models with Short Selling and Endogenous Asset Supply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-26, Sep.
- Guido Imbens & Konrad Menzel, 2018, "A Causal Bootstrap," NBER Working Papers, National Bureau of Economic Research, Inc, number 24833, Jul.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018, "A scoring rule for factor and autoregressive models under misspecification," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:18.