Report NEP-ORE-2008-12-01This 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:
- Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, School of Economics and Management, University of Aarhus.
- Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
- Item repec:hal:cesptp:halshs-00340832_v1 is not listed on IDEAS anymore
- Andrea Collevecchio, 2008. "Limit Theorems for Reinforced Jump Processes on Regular Trees," Working Papers 184, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2008. "Modelling and measuring volatility," OFRC Working Papers Series 2008fe31, Oxford Financial Research Centre.
- Silvia Faggian, 2008. "Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital," Working Papers 181, Department of Applied Mathematics, Università Ca' Foscari Venezia.