Report NEP-CMP-2003-08-17

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Other reports in NEP-CMP

The following items were anounced in this report:

• Hjalmarsson, Erik, 2003. "Does the Black-Scholes formula work for electricity markets? A nonparametric approach," Working Papers in Economics 101, Göteborg University, Department of Economics. [Downloadable!]
• Chris M. Strickland & Catherine S. Forbes & Gael M. Martin, 2003. "Bayesian Analysis of the Stochastic Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 14/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Hai-Chin YU & Ming-Chang Huang, 2003. "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics 0308002, EconWPA, revised 18 Aug 2003. [Downloadable!]
• W. Van den Heuvel & A.P.M. Wagelmans, 2003. "A polynomial time algorithm for a deterministic joint pricing and inventory model," Econometric Institute Report 328, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Heckman, James J. & Matzkin, Rosa & Nesheim, Lars, 2003. "Simulation and Estimation of Hedonic Models," IZA Discussion Papers 843, Institute for the Study of Labor (IZA). [Downloadable!]
• Peter G. Hall & Rob J. Hyndman & Yanan Fan, 2003. "Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves," Monash Econometrics and Business Statistics Working Papers 12/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Schnedler, Wendelin, 2003. "Traits, Imitation, and Evolutionary Dynamics," IZA Discussion Papers 849, Institute for the Study of Labor (IZA). [Downloadable!]
• David Lamper & Sam Howison, 2003. "Monte Carlo valuation of American Options," OFRC Working Papers Series 2003mf01, Oxford Financial Research Centre. [Downloadable!]
• W. Van den Heuvel & A.P.M. Wagelmans, 2003. "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Report 329, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

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