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Report NEP-ORE-2019-04-01
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:
- Cheng, T. & Gao, J. & Linton, O., 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1932, Mar.
- Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-07, Feb.
- Haroon Mumtaz & Katerina Petrova, 2018, "Changing impact of shocks: a time-varying proxy SVAR approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 875, Nov.
- Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019, "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 879, Jan.
- Matteo Mogliani, 2019, "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers, Banque de France, number 713.
- Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1912.
- Zea Bermúdez, Patricia de & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2019, "Data cloning estimation for asymmetric stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 28214, Mar.