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Applying state space models to stochastic claims reserving
Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301
Persistent link: https://www.econbiz.de/10012437283
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Applying state space models to stochastic claims reserving
Hendrych, Radek; Cipra, Tomáš - In: ASTIN bulletin : the journal of the International … 51 (2021) 1, pp. 267-301
Persistent link: https://www.econbiz.de/10012437284
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Hyper-trend method for seasonal adjustment and trend-cycle decomposition of time series containing long-period cycles
Kyo, Koki; Kitagawa, Genshiro - In: Asian Journal of Management Science and Applications 6 (2021) 2, pp. 134-162
Persistent link: https://www.econbiz.de/10012887417
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Testing for the uncovered interest parity condition in a small open economy : a state space modelling approach
Bhatta, Guna Raj; Nepal, Rabindra; Harvie, Charles; … - In: Journal of Asian economics 82 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013550024
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Stochastic conditional duration model with intraday seasonality and limit order book information
Toyabe, Tomoki; Nakatsuma, Teruo - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-25
of the Gibbs/Metropolis-Hastings (MH) sampling scheme and also applied generalized Gibbs sampling. In addition to …
Persistent link: https://www.econbiz.de/10013471159
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Strategic decision-making on mining sector company stock prices and economic variable (state space model application)
Ahadiat, Ayi; Kesumah, Fajrin Satria Dwi; Azhar, Rialdi; … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 177-184
Persistent link: https://www.econbiz.de/10014366763
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Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki - In: Journal of time series econometrics 15 (2023) 1, pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
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Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
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Nowcasting Mexico's quarterly GDP using factor models and bridge equations
Gálvez-Soriano, Oscar de J. - In: Estudios económicos 35 (2020) 2, pp. 213-265
Persistent link: https://www.econbiz.de/10014228459
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Verifying the tunisian exchange regime stability in the post-revolution period by state-space models and high-frequency data
Bouabidi, Mohamed - In: African review of economics and finance : AREF : the … 15 (2023) 2, pp. 197-214
Persistent link: https://www.econbiz.de/10014637384