Report NEP-ORE-2014-06-22

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:

• Rao, Harish Venkatesh & Dutta, Goutam & Basu, Sankarshan, 2014. "Database Structure for a Multi Stage Stochastic Optimization Based Decision Support System for Asset – Liability Management of a Life Insurance Company," IIMA Working Papers WP2014-06-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014. "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers 2014:07, Department of Economics, University of Venice "Ca' Foscari".
• Suleyman Hilmi Kal & Nuran Arslaner & Ferhat Arslaner, 2014. "Inflation Dynamics and Business Cycles," Working Paper 19, Research and Business Development Department, Borsa Istanbul.
• Krawczyk, Jacek B & Pharo, Alastair S, 2014. "InfsocSol3: An updated MATLAB® package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem," Working Paper Series 3412, Victoria University of Wellington, School of Economics and Finance.
• Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor, 2016. "Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form," Working Paper 1324, Economics Department, Queen's University.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Working Papers in Economics 14/16, University of Canterbury, Department of Economics and Finance.
• Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
• Item repec:hal:pseose:hal-00969344 is not listed on IDEAS anymore

• Varang Wiriyawit & Benjamin Wong, 2014. "Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?," CAMA Working Papers 2014-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014. "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series BEMPS15, Faculty of Economics and Management at the Free University of Bozen.
• Lütkepohl, Helmut & Netésunajev, Aleksei, 2014. "Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock market," SFB 649 Discussion Papers 2014-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.