Report NEP-ORE-2011-04-30

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:

• Rudolf Berghammer & Agnieszka Rusinowska & Harrie de Swart, 2011. "Computations on Simple Games using REL VIEW," Documents de travail du Centre d'Economie de la Sorbonne 11014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Luati, Alessandra & Proietti, Tommaso & Reale, Marco, 2011. "The Variance Profile," MPRA Paper 30378, University Library of Munich, Germany.
• Márcio Laurini, 2011. "Bayesian Factor Selection in Dynamic Term Structure Models," IBMEC RJ Economics Discussion Papers 2011-02, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Emmanuel Maruani & Michel Grabisch & Agnieszka Rusinowska, 2011. "A study of the dynamic of influence through differential equations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587820, HAL.
• Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
• Lengnick, Matthias, 2011. "Agent-based macroeconomics - a baseline model," Economics Working Papers 2011-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Francois-Éric Racicot & Raymond Théoret, 2011. "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series UQO-DSA-wp032011, Département des sciences administratives, UQO.