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Report NEP-ORE-2008-09-05
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:
- Lars Stentoft, 2008, "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-41, Sep.
- Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
- Shan Chen & Margaret Insley, 2008, "Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem," Working Papers, University of Waterloo, Department of Economics, number 08003, Aug.
- Joseph Coveney, 2008, "Logistic Regression in Cases of Separation by Means of Penalized Maximum Likelihood Estimation," Summer North American Stata Users' Group Meetings 2008, Stata Users Group, number 10, Jul, revised 24 Sep 2008.
- Item repec:cfs:cfswop:wp200807 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2008, "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2008-028, DOI: 10.20955/wp.2008.028.
- Collan, Mikael, 2008, "New Method for Real Option Valuation Using Fuzzy Numbers," Working Papers, IAMSR, Åbo Akademi, number 466, Aug.