Report NEP-ORE-2016-08-21

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:

• Pennoni, Fulvia & Romeo, Isabella, 2016. "Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison," MPRA Paper 72939, University Library of Munich, Germany.
• Schmitt, Noemi & Westerhoff, Frank, 2016. "Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models," BERG Working Paper Series 111, Bamberg University, Bamberg Economic Research Group.
• Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
• Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
• Schmitt, Stefanie Yvonne, 2016. "Rational allocation of attention in decision-making," BERG Working Paper Series 114, Bamberg University, Bamberg Economic Research Group.
• Christoph Große Steffen & Maximilian Podstawski, 2016. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," Discussion Papers of DIW Berlin 1602, DIW Berlin, German Institute for Economic Research.
• Mateescu, Dan, 2016. "The Linear Regression Of Weighted Segments," Working Papers of Institute for Economic Forecasting 160720, Institute for Economic Forecasting.