Report NEP-ORE-2011-05-30

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:

• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," KIER Working Papers 775, Kyoto University, Institute of Economic Research.
• Øksendal, Bernt & Sandal, Leif K. & Ubøe, Jan, 2011. "Stochastic Stackelberg equilibria with applications to time dependent newsvendor models," Discussion Papers 2011/9, Norwegian School of Economics, Department of Business and Management Science.
• Marcel Foerster, 2011. "Bayesian Estimation of a DSGE Model with Inventories," MAGKS Papers on Economics 201123, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Andrea Klimešová & Tomáš Václavík, 2011. "Pricing of Gas Swing Options using Monte Carlo Methods," Working Papers IES 2011/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
• Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.