Report NEP-ORE-2010-10-16This 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.
The following items were announced in this report:
- Item repec:hal:cesptp:halshs-00523371 is not listed on IDEAS anymore
- Dell'Era, Mario, 2010. "Vanilla Option Pricing on Stochastic Volatility market models," MPRA Paper 25645, University Library of Munich, Germany.
- Bernardo D'Auria & Offer Kella, & Jevgenijs Ivanovs & Michel Mandjes, 2010. "First passage of a Markov additive process and generalized Jordan chains," Statistics and Econometrics Working Papers ws103923, Universidad Carlos III, Departamento de Estadística y Econometría.
- Donald W.K. Andrews & Xu Cheng, 2010. "Estimation and Inference with Weak, Semi-strong, and Strong Identification," Cowles Foundation Discussion Papers 1773, Cowles Foundation for Research in Economics, Yale University.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," KIER Working Papers 726, Kyoto University, Institute of Economic Research.
- Sampaio, José João, 2009. "The systemic dimension of operational decision in complex systems work," MPRA Paper 25543, University Library of Munich, Germany, revised 23 Sep 2010.
- Carlos Alós-Ferrer & Simon Weidenholzer, 2010. "Imitation and the Role of Information in Overcoming Coordination Failures," Vienna Economics Papers 1008, University of Vienna, Department of Economics.
- Christian Dreger & Konstantin A. Kholodilin, 2010. "Forecasting Private Consumption by Consumer Surveys," Discussion Papers of DIW Berlin 1066, DIW Berlin, German Institute for Economic Research.
- Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas, 2010. "Evaluating currency crisis:A multivariate Markov switching approach," Working Papers 2010018, The University of Sheffield, Department of Economics, revised Oct 2010.