Report NEP-ORE-2015-04-11

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:

• Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," LIDAM Discussion Papers CORE 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Zikes, Filip & Barunik, Jozef & Shenai, Nikhil, 2015. "Modeling and forecasting persistent financial durations," FinMaP-Working Papers 36, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hafner, Christian & Breitung, Jörg, 2014. "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE 2014060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Helmut Lütkepohl & Aleksei Netsunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models," Discussion Papers of DIW Berlin 1464, DIW Berlin, German Institute for Economic Research.
• He, Wei & Sun, Yeneng, 2015. "Dynamic Games with Almost Perfect Information," MPRA Paper 63345, University Library of Munich, Germany.
• Orazio Attanasio & Corina Mommaerts & Costas Meghir, 2015. "Insurance in Extended Family Networks," Cowles Foundation Discussion Papers 1996, Cowles Foundation for Research in Economics, Yale University.
• BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe, 2014. "Forecasting comparison of long term component dynamic models for realized covariance matrices," LIDAM Discussion Papers CORE 2014053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Heiner F. Mikosch & Stefan Neuwirth, 2015. "Real-Time Forecasting with a MIDAS VAR," KOF Working papers 15-377, KOF Swiss Economic Institute, ETH Zurich.