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Report NEP-ORE-2008-09-05
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 or RSS Other reports in NEP-ORE
The following items were anounced in this report:
Lars Stentoft, 2008.
"American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution CREATES Research Papers
2008-41, School of Economics and Management, University of Aarhus.
[Downloadable!] Roxana Chiriac & Valeri Voev, 2008.
"Modelling and Forecasting Multivariate Realized Volatility CREATES Research Papers
2008-39, School of Economics and Management, University of Aarhus.
[Downloadable!] Shan Chen & Margaret Insley, 2008.
"Regime switching in stochastic models of commodity prices: An application to an optimal tree harvesting problem Working Papers
08003, University of Waterloo, Department of Economics.
[Downloadable!] Joseph Coveney, 2008.
"Logistic Regression in Cases of Separation by Means of Penalized Maximum Likelihood Estimation Summer North American Stata Users' Group Meetings 2008
10, Stata Users Group, revised 24 Sep 2008.
[Downloadable!] Markus Haas & Stefan Mittnik & Mark S. Paolella, 2008.
"Asymmetric Multivariate Normal Mixture GARCH CFS Working Paper Series
2008/07, Center for Financial Studies.
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2008.
"Improving forecast accuracy by combining recursive and rolling forecasts Working Papers
2008-028, Federal Reserve Bank of St. Louis.
[Downloadable!] Collan, Mikael, 2008.
"New Method for Real Option Valuation Using Fuzzy Numbers Working Papers
466, IAMSR, Åbo Akademi.
[Downloadable!] This page was last updated on 2009-11-8.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .