Report NEP-ORE-2012-11-17

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.

Other reports in NEP-ORE

The following items were announced in this report:

• Alessandro Giovannelli, 2012. "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper 255, Tor Vergata University, CEIS, revised 08 Nov 2012.
• Biørn, Erik, 2012. "Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case," Memorandum 22/2012, Oslo University, Department of Economics.
• Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander, 2012. "Modeling time-varying dependencies between positive-valued high-frequency time series," SFB 649 Discussion Papers 2012-054, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Huu Thai Nguyen & Serguei Pergamenchtchikov, 2012. "Approximate hedging problem with transaction costs in stochastic volatility markets," Working Papers hal-00747689, HAL.
• Nævdal, Erik & Vislie, Jon, 2012. "Resource Depletion and Capital Accumulation under Catastrophic Risk: The Role of Stochastic Thresholds and Stock Pollution," Memorandum 24/2012, Oslo University, Department of Economics.
• V. Bhaskar & George J. Mailath & Stephen Morris, 2012. "A Foundation for Markov Equilibria in Infinite Horizon Perfect Information Games," PIER Working Paper Archive 12-043, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.