Report NEP-ORE-2017-02-12

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:

• AUGUSTYNIAK, Maciej & BAUWENS, Luc & DUFAYS, Arnaud, 2016. "A New Approach to Volatility Modeling : The High-Dimensional Markov Model," LIDAM Discussion Papers CORE 2016042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2016. "The Spatial Efficiency Multiplier and Random Effects in Spatial Stochastic Frontier Models," Working Papers 16-002, Rice University, Department of Economics.
• Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti, 2017. "Stochastic Evolution of Distributions - Applications to CDS indices," Documents de travail du Centre d'Economie de la Sorbonne 17007, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• DESCHAMPS, Philippe J., 2016. "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE 2016050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Markus Leippold & Jacob Stromberg, 2012. "Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube," Swiss Finance Institute Research Paper Series 12-23, Swiss Finance Institute.
• Philipp Renner & Karl Schmedders, 2012. "A Polynomial Optimization Approach to Principal-Agent Problems," Swiss Finance Institute Research Paper Series 12-35, Swiss Finance Institute.
• Christoph Czichowsky & Martin Schweizer, 2012. "Cone-Constrained Continuous-Time Markowitz Problems," Swiss Finance Institute Research Paper Series 12-25, Swiss Finance Institute.
• Lauren Larrouy & Guilhem Lecouteux, 2017. "Mindreading and Endogenous Beliefs in Games," GREDEG Working Papers 2017-01, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Jun 2017.
• Gökhan Buturaky & Özgür Evren, 2016. "Choice Overload and Asymmetric Regret," Working Papers w0235, Center for Economic and Financial Research (CEFIR).
• Damir Filipović, 2012. "Affine Variance Swap Curve Models," Swiss Finance Institute Research Paper Series 12-14, Swiss Finance Institute.
• Alex Klein & Guy Tchuente, 2017. "Spatial differencing for sample selection models," Studies in Economics 1701, School of Economics, University of Kent.
• Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca, 2016. "Confidence Intervals for Projections of Partially Identified Parameters," VfS Annual Conference 2016 (Augsburg): Demographic Change 145485, Verein für Socialpolitik / German Economic Association.
• Liudmyla Vozna, 2016. "How Economists Can Use the Laws of Physics On the Example of the Notion of Entropy in its Application to Some Economic Conceptions," STOREPapers 1_2016, Associazione Italiana per la Storia dell'Economia Politica - StorEP.
• Mikhail Miklyaev & Shahryar Afra & Melani Schultz, 2017. "Cost-Benefit Analysis of Rwanda’s Dairy Value Chains," Development Discussion Papers 2017-02, JDI Executive Programs.
• Gianluca Cubadda & Barbara Guardabascio, 2017. "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper 397, Tor Vergata University, CEIS, revised 13 Jul 2018.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).