Report NEP-ORE-2013-12-06

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Joshua C C Chan & Cody Y L Hsiao, 2013. "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers 2013-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung, 2013. "Testing for the buffered autoregressive processes," MPRA Paper 51706, University Library of Munich, Germany.
• Fontana, Alessandro & Corradin, Stefano, 2013. "House price cycles in Europe," Working Paper Series 1613, European Central Bank.
• Andersson, Fredrik N.G. & Li, Yushu, 2013. "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers 2013:38, Lund University, Department of Economics.
• Zhenyu Cui, 2013. "Stochastic areas of diffusions and applications in risk theory," Papers 1312.0283, arXiv.org.
• Ilya Zutler, 2013. "Probabilistic extention of the cumulative prospect theory," HSE Working papers WP BRP 33/EC/2013, National Research University Higher School of Economics.
• Thomas Greve & Michael G. Pollitt, 2013. "Network Procurement Auctions," Cambridge Working Papers in Economics 1347, Faculty of Economics, University of Cambridge.