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~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~person:"Alai, Daniel H."
~person:"Amendola, Alessandra"
~person:"Arslan, Olcay"
~subject:"Theorie"
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Alai, Daniel H.
Amendola, Alessandra
Arslan, Olcay
Hofert, Marius
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The investigation of a forward-rate mortality framework
Alai, Daniel H.
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Risks : open access journal
7
(
2019
)
2/61
,
pp. 1-22
, since dependence between ages is an observed characteristic of mortality rate improvements, we formulate a
multivariate
…
Persistent link: https://www.econbiz.de/10012018993
Saved in:
2
Model uncertainty and forecast combination in high-dimensional
multivariate
volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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