Report NEP-ORE-2016-03-10

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:

• Jiang Liang & Wang Xiaohu & Jun Yu, 2016. "New Distribution Theory for the Estimation of Structural Break Point in Mean," Working Papers 01-2016, Singapore Management University, School of Economics.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
• Ludovic Gouden`ege & Andrea Molent & Antonino Zanette, 2016. "Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models," Papers 1602.09078, arXiv.org, revised Mar 2016.
• Peters, H.J.M. & Schröder, M.J.W. & Vermeulen, A.J., 2015. "Waiting in the queue on Hotelling’s Main Street," Research Memorandum 040, Maastricht University, Graduate School of Business and Economics (GSBE).
• Abate , Megersa & Vierth , Inge & Karlsson , Rune & de Jong , Gerard & Baak , Jaap, 2016. "Estimation and implementation of joint econometric models of freight transport chain and shipment size choice," Working papers in Transport Economics 2016:1, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
• Meinhardt, Holger Ingmar, 2016. "Finding the Nucleoli of Large Cooperative Games: A Disproof with Counter-Example," MPRA Paper 69789, University Library of Munich, Germany.
• Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Justine Pedrono, 2016. "Currency Diversification of Banks: A Spontaneous Buffer Against Financial Losses," AMSE Working Papers 1611, Aix-Marseille School of Economics, France.
• Soojin Jo & Rodrigo Sekkel, 2016. "Macroeconomic Uncertainty Through the Lens of Professional Forecasters," Staff Working Papers 16-5, Bank of Canada.