Printed from https://ideas.repec.org/n/nep-ore/2021-09-13.html
Report NEP-ORE-2021-09-13
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:
- Kindop, Igor, 2021, "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper, University Library of Munich, Germany, number 109594, Jul, revised 04 Sep 2021.
- Marente Vlekke & Martin Mellens & Siem Jan Koopmans, 2020, "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 416, Sep, DOI: 10.34932/9sxf-1876.
- Mönch, Emanuel & Stein, Tobias, 2021, "Equity premium predictability over the business cycle," Discussion Papers, Deutsche Bundesbank, number 25/2021.
- Hayerikhiyavi, Mohammadali & Dimitrovski, Aleksandar, 2021, "Improved Gyrator-Capacitor Modeling of Magnetic Circuits with Inclusion of Magnetic Hysteresis," MPRA Paper, University Library of Munich, Germany, number 109495.
- C Castro-Iragorri & J RamÔøΩrez, 2021, "Forecasting Dynamic Term Structure Models with Autoencoders," Documentos de Trabajo, Universidad del Rosario, number 19431, Jul.
- Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
- Brunori, Paolo & Hufe, Paul & Mahler, Daniel Gerszon, 2021, "The Roots of Inequality: Estimating Inequality of Opportunity from Regression Trees and Forests," IZA Discussion Papers, IZA Network @ LISER, number 14689, Aug.
- Alexander Groh & Cay Oertel, 2021, "Dynamic Extreme Value Regression of US REIT Returns conditional on Covariates," ERES, European Real Estate Society (ERES), number eres2021_37, Jan.
- Felix Brandt & Carsten Lausberg, 2021, "Risk and Return of German Real Estate Stocks: A Simulation Approach with Geometric Brownian Motion," ERES, European Real Estate Society (ERES), number eres2021_86, Jan.