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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Lars Stentoft, 2008. "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers 2008-41, Department of Economics and Business Economics, Aarhus University.
• Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers 2008-39, Department of Economics and Business Economics, Aarhus University.
• 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.
• 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.
• Markus Haas & Stefan Mittnik & Mark S. Paolella, 2008. "Asymmetric Multivariate Normal Mixture GARCH," CFS Working Paper Series 2008/07, Center for Financial Studies.
• 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.
• Collan, Mikael, 2008. "New Method for Real Option Valuation Using Fuzzy Numbers," Working Papers 466, IAMSR, Åbo Akademi.