Report NEP-ORE-2011-12-13

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:

• Xiangjin Shen & Hiroki Tsurumi, 2011. "Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models," Departmental Working Papers 201126, Rutgers University, Department of Economics.
• Norman R. Swanson & Valentina Corradi, 2011. "Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models," Departmental Working Papers 201112, Rutgers University, Department of Economics.
• Robert A. Jones & Mohammad Zanganeh, 2011. "Estimation of Equicorrelated Diffusions from Incomplete Data," Discussion Papers dp11-03, Department of Economics, Simon Fraser University.
• Huyn Hak Kim & Norman R. Swanson, 2011. "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers 201119, Rutgers University, Department of Economics.
• Samuel N. Cohen & Lukasz Szpruch, 2011. "On Markovian solutions to Markov Chain BSDEs," Papers 1111.5739, arXiv.org.
• Angelo M. Fasolo, 2011. "The Accuracy of Perturbation Methods to Solve Small Open Economy Models," Working Papers Series 262, Central Bank of Brazil, Research Department.
• Ola L{o}vsletten & Martin Rypdal, 2011. "Approximated maximum likelihood estimation in multifractal random walks," Papers 1112.0105, arXiv.org, revised Feb 2012.
• Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting," MPRA Paper 35252, University Library of Munich, Germany.
• Jean Luc De Meulemeester, 2011. "Reforming higher education systems in europe since the 80s :between utilitarianism and justice ?," Working Papers CEB 11-058, ULB -- Universite Libre de Bruxelles.