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Report NEP-ORE-2008-10-21
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:
- Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
- Item repec:knz:cofedp:0806 is not listed on IDEAS anymore
- Li, Minqiang, 2008, "A Damped Diffusion Framework for Financial Modeling and Closed-form Maximum Likelihood Estimation," MPRA Paper, University Library of Munich, Germany, number 11185, Jul.
- Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1679, Oct.
- Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
- Item repec:knz:cofedp:0804 is not listed on IDEAS anymore
- Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.