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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James; McCabe, Brendan Peter Martin - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
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Longevity risk and capital markets : the 2014-15 update
Blake, David; Morales, Marco - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 279-297
Persistent link: https://www.econbiz.de/10011685154