Report NEP-ORE-2014-12-03

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:

• Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2014. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-938, CIRJE, Faculty of Economics, University of Tokyo.
• Yuta Kurose & Yasuhiro Omori, 2014. "Dynamic Equicorrelation Stochastic Volatility," CIRJE F-Series CIRJE-F-941, CIRJE, Faculty of Economics, University of Tokyo.
• Eric Eisenstat & Rodney W. Strachan, 2014. "Modelling Inflation Volatility," CAMA Working Papers 2014-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Laurent A. F. Callot & Anders B. Kock & Marcelo C. Medeiros, 2014. "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice," CREATES Research Papers 2014-42, Department of Economics and Business Economics, Aarhus University.
• H Peyton Young, 2014. "The Evolution of Social Norms," Economics Series Working Papers 726, University of Oxford, Department of Economics.
• Jozef Baruník & Frantisek Cech, 2014. "On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) model," Working Papers IES 2014/23, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2014.
• Jozef Baruník & Lucie Kraicová, 2014. "Estimation of Long Memory in Volatility Using Wavelets," Working Papers IES 2014/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2014.