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A multivariate GARCH-jump mixture model
Li, Chenxing; Maheu, John M. - In: Journal of forecasting 43 (2024) 1, pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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An infinite hidden Markov model with stochastic volatility
Li, Chenxing; Maheu, John M.; Yang, Qiao - In: Journal of forecasting 43 (2024) 6, pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
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Extensions of the Lee-Carter model to project the data-driven rotation of age-specific mortality decline and forecast coherent mortality rates
Liu, Cuixia; Shi, Yanlin - In: Journal of forecasting 42 (2023) 4, pp. 813-834
Persistent link: https://www.econbiz.de/10014292810