Report NEP-ORE-2010-03-28This 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:
- ROMBOUTS, Jeroen V.K. & STENTOFT, Lars, 2009. "Bayesian option pricing using mixed normal heteroskedasticity models," CORE Discussion Papers 2009013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- S. Bordignon & D. Raggi, 2010. "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers 694, Dipartimento Scienze Economiche, Universita' di Bologna.
- Kitov, Ivan, 2010. "Modeling share prices of banks and bankrupts," MPRA Paper 21369, University Library of Munich, Germany.