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Population Ageing and Fiscal Sustainability in Finland : A Stochastic Analysis

Lassila, Jukka; Valkonen, Tarmo - 2008

finance public expenditure with an ageing population, if developments are as expected, the problem will not be very large …

Persistent link: https://www.econbiz.de/10014211889

From bond yield to macroeconomic instability : a parsimonious affine model

Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135

Persistent link: https://www.econbiz.de/10011802489

Population ageing and fiscal sustainability in Finland: a stochastic analysis

Lassila, Jukka (contributor); Valkonen, Tarmo (contributor) - 2008

Persistent link: https://www.econbiz.de/10003779538

Bayesian machine learning for financial modeling

Nirwan, Rajbir Singh - 2021

Persistent link: https://www.econbiz.de/10012816317

Prioritizing of volatility models : a computational analysis using data envelopment analysis

Petridis, Konstantinos; Petridis, Nikolaos E.; … - In: International transactions in operational research : a … 30 (2023) 5, pp. 2302-2334

Persistent link: https://www.econbiz.de/10014259155

Deterministic chaos and forecasting in Amazon's share prices

Hanias, Michael; Tsakonas, Stefanos; Magafas, Lykourgos; … - In: Equilibrium : quarterly journal of economics and … 15 (2020) 2, pp. 253-273

Persistent link: https://www.econbiz.de/10012259965

Predictability and herding of bourse volatility : an econophysics analogue

Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326

Persistent link: https://www.econbiz.de/10012055468

Predictive methods in economics : the link between econophysics and Artificial Intelligence

Simeone, Antonio - In: Monetary Policy Normalization : One Hundred Years After …, (pp. 107-122). 2023

Persistent link: https://www.econbiz.de/10014341065

A Markov-switching multifractal approach to forecasting realized volatility

Lux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina - 2011

The volatility specification of the Markov-switching Multifractal (MSM) model is proposed as an alternative mechanism for realized volatility (RV). We estimate the RV-MSM model via Generalized Method of Moments and perform forecasting by means of best linear forecasts derived via the...

Persistent link: https://www.econbiz.de/10009314521

Description, modelling and forecasting of data with optimal wavelets

Pont, Oriol; Turiel, Antonio; Perez-Vicente, Conrad J. - In: Journal of economic interaction and coordination : JEIC 4 (2009) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10003840542