Report NEP-ORE-2018-04-23

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:

• Kevin R. Williams, 2017. "Dynamic Airline Pricing and Seat Availability," Cowles Foundation Discussion Papers 2103, Cowles Foundation for Research in Economics, Yale University.
• Haroon Mumtaz, 2018. "A generalised stochastic volatility in mean VAR," Working Papers 855, Queen Mary University of London, School of Economics and Finance.
• Elmar Mertens & James M. Nason, 2018. "Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility," BIS Working Papers 713, Bank for International Settlements.
• Frédéric Abergel & Rémy Tachet Des Combes & Riadh Zaatour, 2017. "Nonparametric model calibration for derivatives," Post-Print hal-01686114, HAL.
• Aretz, Kevin & Pope, Peter F., 2018. "Real options models of the firm, capacity overhang, and the cross-section of stock returns," LSE Research Online Documents on Economics 85963, London School of Economics and Political Science, LSE Library.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.