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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670046
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Evaluating combined non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008760499
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Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco; Sherris, Michael; Zhou, Yuxin - 2021
Persistent link: https://www.econbiz.de/10012628986
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco; Garces, Len Patrick Dominic M.; … - 2023 - [Revision]
Persistent link: https://www.econbiz.de/10014458542
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Combining non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689066
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Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.; Kolar, Jovana; Sherris, … - 2022
Persistent link: https://www.econbiz.de/10013534309