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Report NEP-ORE-2019-06-17
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:
- Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019, "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1952, Jun.
- Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-24.
- Sylvain Barde, 2019, "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics, School of Economics, University of Kent, number 1908, Jun.
- Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2019, "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/19.
- Xiao, Tim, 2019, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 94135, Mar.
- Shihao Zhu & Jingtao Shi, 2019, "Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information," Papers, arXiv.org, number 1906.08410, Jun, revised Jun 2020.
- Dietzenbacher, Bas & Yanovskaya, E., 2019, "Consistency of the Equal Split-Off Set," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-023.
- Golnoush Soroush & Carlo Cambini & Tooraj Jamasb & Manuel Llorca, 2019, "Network Utilities Performance and Institutional Quality: Evidence from the Italian Electricity Sector," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1914, Apr.
- David Frazier & Bonsoo Koo, 2019, "Indirect Inference for Locally Stationary Models," Papers, arXiv.org, number 1906.01768, Jun, revised May 2020.
- Tsuyoshi Toshimitsu, 2019, "Note on the Excess Entry Theorem in the Presence of Network Externalities," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 195, Jun.
- Bonga, Wellington Garikai, 2019, "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 94201, May.
- Juan F. Rendón & Alfredo Trespalacios & Lina M. Cort�s & Hern�n D. Villada, 2019, "Modeling of electrical energy demand: beyond normality," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17306, Jun.
- Trivikram Dokka Venkata Satyanaraya & Herve Moulin & Indrajit Ray & Sonali Sen Gupta, 2019, "Improving Abatement Levels and Welfare by Coarse Correlation in an Environmental Game," Working Papers, Lancaster University Management School, Economics Department, number 266042710.
- Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/19.