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Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang; Pai, Jeffrey - 1998
Persistent link: https://www.econbiz.de/10001372542
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
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Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang; Luo, Ancheng - 2011
Persistent link: https://www.econbiz.de/10009536145