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Prediction in a non-homogeneous Poisson cluster model
Matsui, Muneya - In: Insurance 55 (2014), pp. 10-17
Persistent link: https://www.econbiz.de/10010366215
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Macroeconomic dynamics in a model with heterogeneous wage contracts
Matsui, Muneya; Yoshimi, Taiyo - In: Economic modelling 49 (2015), pp. 72-80
Persistent link: https://www.econbiz.de/10011439490
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Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya; Pedersen, Rasmus Søndergaard - In: Econometric theory 38 (2022) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10013166113