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Report NEP-ORE-2008-04-15
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08012, Feb, DOI: 10.1080/03610911003646381.
- Jing Zhang & Dominique Guegan, 2008, "Pricing bivariate option under GARCH processes with time-varying copula," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08015, Feb, DOI: 10.1016/j.insmatheco.2008.02.003.
- Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08014, Feb, revised Sep 2008, DOI: 10.1016/j.chaos.2008.09.017.
- Dimitrios Thomakos, 2008, "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers, University of Peloponnese, Department of Economics, number 0024.
- Pavlo R. Blavatskyy, 2008, "Probabilistic Choice and Stochastic Dominance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 364, Apr.
- Item repec:pra:mprapa:7961 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2008-027 is not listed on IDEAS anymore
- Fioretti, Guido, 2008, "Credit Rationing with Symmetric Information," MPRA Paper, University Library of Munich, Germany, number 8201, Apr.