Report NEP-ORE-2014-08-20

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:

• Maxim Bouev & Ilia Manaev & Aleksei Minabutdinov, 2013. "Finding the Nearest Valid Covariance Matrix: An FX Market Case," EUSP Department of Economics Working Paper Series Ec-07/13, European University at St. Petersburg, Department of Economics.
• Pan, Chi-Hung & Emura, Takeshi, 2014. "Corrections to: Multivariate normal distribution approaches for dependently truncated data," MPRA Paper 57852, University Library of Munich, Germany.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE 2014-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Anna Gottard & Giorgio Calzolari, 2014. "Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning," Econometrics Working Papers Archive 2014_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Documentos de Trabajo del ICAE 2014-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michel Dumont & Bruno Merlevede & Glenn Rayp & Marijn Verschelde, 2014. "European competitiveness: A semi-parametric stochastic metafrontier analysis at the firm level," Working Paper Research 261, National Bank of Belgium.
• Dietrich, Franz & List, Christian, 2013. "Probabilistic opinion pooling generalized Part two: The premise-based approach," MPRA Paper 57254, University Library of Munich, Germany, revised Jul 2014.
• Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," Kiel Working Papers 1947, Kiel Institute for the World Economy.