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Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
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Grouped multivariate and functional time series forecasting : an application to annuity pricing
Shang, Han Lin; Haberman, Steven - In: Insurance / Mathematics & economics 75 (2017), pp. 166-179
Persistent link: https://www.econbiz.de/10011740807
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Grouped functional time series forecasting : an application to age-specific mortality rates
Shang, Han Lin; Hyndman, Rob J. - 2016
Persistent link: https://www.econbiz.de/10011781651
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Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin; Haberman, Steven - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
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Sovereign credit risk, macroeconomic dynamics, and financial contagion : evidence from Japan
Qian, Zongxin; Wang, Wendun; Ji, Kan - In: Macroeconomic dynamics 21 (2017) 8, pp. 2096-2120
Persistent link: https://www.econbiz.de/10011806279