Printed from https://ideas.repec.org/n/nep-ore/2010-06-11.html
Report NEP-ORE-2010-06-11
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:
- ROMBOUTS, Jeroen J. K & STENTOFT, Lars, 2010, "Multivariate option pricing with time varying volatility and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010020, May.
- Item repec:hal:wpaper:hal-00477381_v2 is not listed on IDEAS anymore
- Søren Johansen & Morten Ørregaard Nielsen, 2010, "Likelihood inference for a fractionally cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-24, May.
- Item repec:hal:wpaper:hal-00409861_v2 is not listed on IDEAS anymore
- Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
- Francesco Audrino & Marcelo Cunha Medeiros, 2010, "Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 570, Mar.
- Item repec:bep:unimip:1101 is not listed on IDEAS anymore
- Fabien Guilbaud & Mohamed Mnif & Huy^en Pham, 2010, "Numerical methods for an optimal order execution problem," Papers, arXiv.org, number 1006.0768, Jun.