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Report NEP-ORE-2011-05-30
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:
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers, Kyoto University, Institute of Economic Research, number 775, May.
- Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011, "Stochastic Stackelberg equilibria with applications to time dependent newsvendor models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2011/9, May.
- Marcel Foerster, 2011, "Bayesian Estimation of a DSGE Model with Inventories," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201123.
- Andrea Klimešová & Tomáš Václavík, 2011, "Pricing of Gas Swing Options using Monte Carlo Methods," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/15, Jul, revised Jul 2011.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011, "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/22, May.