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Indian stock market and macroeconomic variables : an empirical investigation based on BSE SENSEX

Mukhopadhyay, Debabrata - In: Mudra : journal of finance and accounting 6 (2019) 2, pp. 13-28

Persistent link: https://www.econbiz.de/10012213189

Indian stock return and macroeconomic variables: a study with monthly level data

Mukhopadhyay, Debabrata - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1117-1124

Persistent link: https://www.econbiz.de/10012372773

Carbon credit returns under EU ETS and its determinants: a multi-phase study

Dhamija, Ajay Kumar; Yadav, Surendra S.; Jain, P.K. - In: Journal of Advances in Management Research 14 (2017) 4, pp. 481-526

adjudged as the best model. Findings The best model for forecasting the EUA returns of all three phases is dynamic linear … regression with lagged predictors and that for forecasting EUA continuous series is ARIMA errors. The latent factors such as …

Persistent link: https://www.econbiz.de/10014840215

Carbon credit returns under EU ETS and its determinants : a multi-phase study

Dhamija, Ajay Kumar; Yadav, Surendra Singh; Jain, … - In: Journal of advances in management research : JAMR 14 (2017) 4, pp. 481-526

Persistent link: https://www.econbiz.de/10011799063

Modeling trends in cohort survival probabilities

Hatzpoulos, P.; Haberman, S. - In: Insurance / Mathematics & economics 64 (2015), pp. 162-179

Persistent link: https://www.econbiz.de/10011397982

Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data

Hatzopoulos, P.; Haberman, S. - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 320-337

-periodmodel structure for each country and sex. The time related principal components are extrapolated using dynamic linear regression (DLR …

Persistent link: https://www.econbiz.de/10011046676