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Report NEP-ORE-2012-02-20
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:
- Yun Bao & Carl Chiarella & Boda Kang, 2012, "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 299, Jan.
- Cayton, Peter Julian A. & Mapa, Dennis S., 2012, "Time-varying conditional Johnson SU density in value-at-risk (VaR) methodology," MPRA Paper, University Library of Munich, Germany, number 36206, Jan.