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Report NEP-ORE-2011-12-13
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:
- Xiangjin Shen & Hiroki Tsurumi, 2011, "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201126, Jun.
- Norman R. Swanson & Valentina Corradi, 2011, "Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models," Departmental Working Papers, Rutgers University, Department of Economics, number 201112, May.
- Robert A. Jones & Mohammad Zanganeh, 2011, "Estimation of Equicorrelated Diffusions from Incomplete Data," Discussion Papers, Department of Economics, Simon Fraser University, number dp11-03, Oct.
- Huyn Hak Kim & Norman R. Swanson, 2011, "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers, Rutgers University, Department of Economics, number 201119, May.
- Samuel N. Cohen & Lukasz Szpruch, 2011, "On Markovian solutions to Markov Chain BSDEs," Papers, arXiv.org, number 1111.5739, Nov.
- Angelo M. Fasolo, 2011, "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series, Central Bank of Brazil, Research Department, number 262, Nov.
- Ola L{o}vsletten & Martin Rypdal, 2011, "Approximated maximum likelihood estimation in multifractal random walks," Papers, arXiv.org, number 1112.0105, Dec, revised Feb 2012.
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011, "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper, University Library of Munich, Germany, number 35252, Oct.
- Jean Luc De Meulemeester, 2011, "Reforming higher education systems in europe since the 80s :between utilitarianism and justice ?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 11-058, Dec.