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Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate

Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 123-152

Persistent link: https://www.econbiz.de/10014325034

Consistent time series for Danish pig production

Lind, Kim M. - In: Sectoral models for producers' long and short run …, (pp. 147-191). 1998

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Consistent model specification tests for time series econometric models

Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147

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Essays on savings and labor market policies

Kuruşçu, Burhanettin - 2002

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Risk assessment with wavelet feature engineering for high-frequency portfolio trading

Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684

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Time-consistent longevity hedging with long-range dependence

Wang, Ling; Wong, Hoi Ying - In: Insurance / Mathematics & economics 99 (2021), pp. 25-41

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A constant gain learning explanation of U.S. post war inflation and unemployment

Mangapuram, Venkata Raamasrinivas - In: Journal of quantitative economics 20 (2022) 3, pp. 701-721

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Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544

Stochastic volatility in interest rates and nonlinearity in velocity

Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000

Persistent link: https://www.econbiz.de/10001508715

The regulatory wedge between the demand-side and supply side aggregation-theoretic monetary aggregates

Barnett, William A.; Hinich, Melvin J.; Weber, Warren E. - In: The theory of monetary aggregation, (pp. 433-453). 2000

Persistent link: https://www.econbiz.de/10001508729