Report NEP-ORE-2012-04-17

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:

• Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2012. "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers 12-2012, Singapore Management University, School of Economics.
• Márcio Laurini & Márcio Alves Diniz, 2012. "Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA," IBMEC RJ Economics Discussion Papers 2012-05, Economics Research Group, IBMEC Business School - Rio de Janeiro.
• Yong Li & Jun Yu, 2012. "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers 14-2012, Singapore Management University, School of Economics.
• Michael McAleer & Manabu Asai & Massimiliano Caporin, 2012. "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," KIER Working Papers 812, Kyoto University, Institute of Economic Research.
• Michael B. Giles & Christoph Reisinger, 2012. "Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance," Papers 1204.1442, arXiv.org.