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Report NEP-ORE-2010-11-27
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:
- Jun Yu, 2010, "Simulation-based Estimation Methods for Financial Time Series Models," Working Papers, Singapore Management University, School of Economics, number 19-2010, Oct.
- James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2010, "Improved Portfolio Choice using Second-Order Stochastic Dominance," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-14, Nov.
- Yong Li & Jun Yu, 2010, "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 21-2010, Oct, revised Oct 2010.
- Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010, "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers, Singapore Management University, School of Economics, number 13-2010, Jan.
- Tang, Qianfeng, 2010, "Interim Partially Correlated Rationalizability," MPRA Paper, University Library of Munich, Germany, number 26810, Nov.