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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Ungolo, Francesco"
~type:"book"
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Volatilität
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
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2023
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[Revision]
Persistent link: https://www.econbiz.de/10014458542
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2
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
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2021
Persistent link: https://www.econbiz.de/10012628986
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3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2012
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Persistent link: https://www.econbiz.de/10009562985
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