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Estimating the Gerber-Shiu function by Fourier-Sinc series expansion
Zhang, Zhimin - In: Scandinavian actuarial journal (2017) 10, pp. 898-919
Persistent link: https://www.econbiz.de/10011848721
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Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan; Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 104 (2022), pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
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Do 18th century "bubbles" survive the scrutiny of 21st century time series econometrics?
Hu, Yang; Oxley, Les - In: Economics letters 162 (2018), pp. 131-134
Persistent link: https://www.econbiz.de/10011939819
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Do 18th century 'bubbles' survive the scrutiny of 21st century time series econometrics?
Hu, Yang; Oxley, Les - 2017
Persistent link: https://www.econbiz.de/10011772136
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A review of Phillips-type right-tailed unit root bubble detection tests
Hu, Yang - In: Journal of economic surveys 37 (2023) 1, pp. 141-158
Persistent link: https://www.econbiz.de/10014287809
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Temporal-spatial dependencies enhanced deep learning model for time series forecast
Yang, Hu; Chen, Yu; Chen, Kedong; Wang, Haijun - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543936