Report NEP-ORE-2014-12-24

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
• Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014. "A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities," Working Papers 2014:22, Department of Economics, University of Venice "Ca' Foscari".
• Mehdad, E. & Kleijnen, Jack P.C., 2014. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2014-054, Tilburg University, Center for Economic Research.
• Werner Gueth & Maria Vittoria Levati & Chiara Nardi & Ivan Soraperra, 2014. "An ultimatum game with multidimensional response strategies," Working Papers 14/2014, University of Verona, Department of Economics.