Report NEP-CMP-2003-08-17This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Hjalmarsson, Erik, 2003. "Does the Black-Scholes formula work for electricity markets? A nonparametric approach," Working Papers in Economics 101, University of Gothenburg, Department of Economics.
- 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.
- 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.
- Item repec:dgr:eureir:2003328 is not listed on IDEAS anymore
- 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).
- 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.
- Schnedler, Wendelin, 2003. "Traits, Imitation, and Evolutionary Dynamics," IZA Discussion Papers 849, Institute for the Study of Labor (IZA).
- David Lamper & Sam Howison, 2003. "Monte Carlo valuation of American Options," OFRC Working Papers Series 2003mf01, Oxford Financial Research Centre.
- van den Heuvel, W.J. & Wagelmans, A.P.M., 2003. "A geometric algorithm to solve the NI/G/NI/ND capacitated lot-sizing problem in O(T2) time," Econometric Institute Research Papers EI 2003-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.