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Report NEP-ORE-2019-01-21
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:
- Chappell, Daniel, 2018, "Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models," MPRA Paper, University Library of Munich, Germany, number 90682, Sep.
- Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_07, Jan.
- Gabriele Fiorentini & Enrique Sentana, 2019, "New testing approaches for mean-variance predictability," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_01, Jan.
- Aknouche, Abdelhakim & Francq, Christian, 2018, "Count and duration time series with equal conditional stochastic and mean orders," MPRA Paper, University Library of Munich, Germany, number 90838, Nov.
- George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018, "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series, CESifo, number 7401.
- Yaya, OlaOluwa S & Ogbonna, Ephraim A, 2019, "Do we Experience Day-of-the-week Effects in Returns and Volatility of Cryptocurrency?," MPRA Paper, University Library of Munich, Germany, number 91429, Jan.
- Luisa Bisaglia & Matteo Grigoletto, 2018, "A new time-varying model for forecasting long-memory series," Papers, arXiv.org, number 1812.07295, Dec.
- Stauskas, Ovidijus, 2019, "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers, Lund University, Department of Economics, number 2019:2, Jan.
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018, "Quantile-based Inflation Risk Models," Working Paper Research, National Bank of Belgium, number 349, Oct.
- Penghui Yin, 2018, "Optimal Amount of Attention to Capital Income Risk and Heterogeneous Precautionary Saving Behavior," CESifo Working Paper Series, CESifo, number 7413.
- Kathrin Goldmann & Gernot Sieg, 2018, "Economic implications of phantom traffic jams: Evidence from traffic experiments," Working Papers, Institute of Transport Economics, University of Muenster, number 26, Dec.
- Gordon V. Chavez, 2019, "Dynamic tail inference with log-Laplace volatility," Papers, arXiv.org, number 1901.02419, Jan, revised Jul 2019.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
- Budzinski, Oliver & Noskova, Victoriia & Zhang, Xijie, 2018, "The brave new world of digital personal assistants: Benefits and challenges from an economic perspective," Ilmenau Economics Discussion Papers, Ilmenau University of Technology, Institute of Economics, number 118.
- Müller, Daniel & Schmitz, Patrick W., 2017, "Optimal Ownership of Public Goods in the Presence of Transaction Costs," MPRA Paper, University Library of Munich, Germany, number 90784.
- Hicham Ganga & Javier Alonso & Vincenzo Spiezia & Jan Tscheke, 2018, "Patterns of domestic and cross-border e-commerce in Spain: A gravitational model approach," Working Papers, BBVA Bank, Economic Research Department, number 18/18, Dec.
- Ralf Kronberger & Christoph Schmid, 2018, "Effects of the Austrian Income Tax Reform 2015/2016 on Private Consumption: Survey Findings," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp275, Dec.
- Leeb, Hannes & Pötscher, Benedikt M. & Kivaranovic, Danijel, 2018, "Comment on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin," MPRA Paper, University Library of Munich, Germany, number 90655, Jul.