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Report NEP-ORE-2009-05-23
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:
- Dinghai Xu, 2009, "An Efficient Estimation for Switching Regression Models: A Monte Carlo Study," Working Papers, University of Waterloo, Department of Economics, number 0903, Apr, revised Apr 2009.
- J. Piplack, 2009, "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers, Utrecht School of Economics, number 09-08, May.
- Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09022, Apr, DOI: 10.1016/j.physa.2012.06.036.