Report NEP-ORE-2015-02-22

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:

• Malefaki, Valia, 2015. "On Flexible Linear Factor Stochastic Volatility Models," MPRA Paper 62216, University Library of Munich, Germany.
• Bibinger, Markus & Jirak, Moritz & Vetter, Mathias, 2015. "Nonparametric change-point analysis of volatility," SFB 649 Discussion Papers 2015-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Daniel J. Henderson & Christopher F. Parmeter, 2015. "Single-Step Estimation of a Partially Linear Model," Working Papers 2015-01, University of Miami, Department of Economics.
• Tomasz Skoczylas, 2015. "Bivariate GARCH models for single asset returns," Working Papers 2015-03, Faculty of Economic Sciences, University of Warsaw.
• Anh Nguyen, 2015. "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers 75949436, Lancaster University Management School, Economics Department.
• Miriam Rehm & Ali Asjad Naqvi, 2013. "Migration feedback effects in networks: an agent-based model," Working Papers 1307, New School for Social Research, Department of Economics.
• Biqing Cai & Jiti Gao & Dag Tjostheim, 2015. "A New Class of Bivariate Threshold Cointegration Models," Monash Econometrics and Business Statistics Working Papers 1/15, Monash University, Department of Econometrics and Business Statistics.
• Lan, Hong & Meyer-Gohde, Alexander, 2014. "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100523, Verein für Socialpolitik / German Economic Association.
• Ngo Van Long & Fabien Prieur & Klarizze Puzon & Mabel Tidball, 2014. "Markov Perfect Equilibria in Differential Games with Regime Switching Strategies," CEEES Paper Series CE3S-03/14, European University at St. Petersburg, Department of Economics.
• Drepper, Bettina & Effraimidis, Georgios, 2015. "Identification of the Timing-of-Events Model with Multiple Competing Exit Risks from Single-Spell Data," IZA Discussion Papers 8839, Institute of Labor Economics (IZA).
• Willy Alanya & Gabriel Rodríguez, 2014. "Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation," Documentos de Trabajo / Working Papers 2014-392, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Paola Manzini & Marco Mariotti & Levent Ülkü, 2015. "Stochastic Complementarity," Working Papers 1501, Centro de Investigacion Economica, ITAM.