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Report NEP-ORE-2012-04-17
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:
- Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2012, "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers, Singapore Management University, School of Economics, number 12-2012, Jan.
- Márcio Laurini & Márcio Alves Diniz, 2012, "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-05, Apr.
- Yong Li & Jun Yu, 2012, "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 14-2012, Jan.
- Michael McAleer & Manabu Asai & Massimiliano Caporin, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 812, Apr.
- Michael B. Giles & Christoph Reisinger, 2012, "Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance," Papers, arXiv.org, number 1204.1442, Apr.