Report NEP-ORE-2008-12-01

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, Department of Economics and Business Economics, Aarhus University.
• Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
• David Cayla, 2008. "Learning, Rationality and Identity Building," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00340832, HAL.
• Andrea Collevecchio, 2008. "Limit Theorems for Reinforced Jump Processes on Regular Trees," Working Papers 184, Department of Applied Mathematics, Università Ca' Foscari Venezia.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2008. "Modelling and measuring volatility," OFRC Working Papers Series 2008fe31, Oxford Financial Research Centre.
• Silvia Faggian, 2008. "Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital," Working Papers 181, Department of Applied Mathematics, Università Ca' Foscari Venezia.