Report NEP-ORE-2019-06-17

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:

• Li, Z. M. & Laeven, R. J. A. & Vellekoop, M. H., 2019. "Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data," Cambridge Working Papers in Economics 1952, Faculty of Economics, University of Cambridge.
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Sylvain Barde, 2019. "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics 1908, School of Economics, University of Kent.
• Nathaniel Tomasetti & Catherine Forbes & Anastasios Panagiotelis, 2019. "Updating Variational Bayes: Fast Sequential Posterior Inference," Monash Econometrics and Business Statistics Working Papers 13/19, Monash University, Department of Econometrics and Business Statistics.
• Xiao, Tim, 2019. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," MPRA Paper 94135, University Library of Munich, Germany.
• Shihao Zhu & Jingtao Shi, 2019. "Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information," Papers 1906.08410, arXiv.org, revised Jun 2020.
• Dietzenbacher, Bas & Yanovskaya, E., 2019. "Consistency of the Equal Split-Off Set," Discussion Paper 2019-023, Tilburg University, Center for Economic Research.
• Golnoush Soroush & Carlo Cambini & Tooraj Jamasb & Manuel Llorca, 2019. "Network Utilities Performance and Institutional Quality: Evidence from the Italian Electricity Sector," Working Papers EPRG1914, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• David Frazier & Bonsoo Koo, 2019. "Indirect Inference for Locally Stationary Models," Papers 1906.01768, arXiv.org, revised May 2020.
• Tsuyoshi Toshimitsu, 2019. "Note on the Excess Entry Theorem in the Presence of Network Externalities," Discussion Paper Series 195, School of Economics, Kwansei Gakuin University.
• Bonga, Wellington Garikai, 2019. "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper 94201, University Library of Munich, Germany.
• Juan F. Rendón & Alfredo Trespalacios & Lina M. Cortés & Hernán D. Villada, 2019. "Modeling of electrical energy demand: beyond normality," Documentos de Trabajo de Valor Público 17306, Universidad EAFIT.
• Trivikram Dokka Venkata Satyanaraya & Herve Moulin & Indrajit Ray & Sonali Sen Gupta, 2019. "Improving Abatement Levels and Welfare by Coarse Correlation in an Environmental Game," Working Papers 266042710, Lancaster University Management School, Economics Department.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019. "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers 12/19, Monash University, Department of Econometrics and Business Statistics.