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Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity-concavity indicators

Zhang, Qun; Sornette, Didier; Han, Liyan - In: Quantitative finance 22 (2022) 2, pp. 367-384

Persistent link: https://www.econbiz.de/10013167760

Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression

Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748

Persistent link: https://www.econbiz.de/10013169042

Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships

Pajor, Anna; Wróblewska, Justyna - In: Eurasian economic review : a journal in applied … 12 (2022) 3, pp. 427-448

Persistent link: https://www.econbiz.de/10013431511

Analysis of some variable energy companies by using VAR(p)-GARCH(r,s) model : study from energy companies of Qatar over the Years 2015-2022

Mustofa Usman; Komarudin, M.; Sarida, Munti; Wamiliana, … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 178-191

Persistent link: https://www.econbiz.de/10013426129

Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network

Bas, Eren; Egrioglu, Erol; Tunc, Taner - In: Computational economics 61 (2023) 1, pp. 139-164

Persistent link: https://www.econbiz.de/10014228419

Cross-temporal probabilistic forecast reconciliation

Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023

Persistent link: https://www.econbiz.de/10014316407

Modeling multivariate time series with copula-linked univariate D-vines

Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704

Persistent link: https://www.econbiz.de/10013534062

Center-outward rank- and sign-based VARMA Portmanteau tests

Hallin, Marc; Liu, Hang - 2022

Persistent link: https://www.econbiz.de/10013369883

General estimation results for tdVARMA Array Models

Alj, Abdelkamel; Azrak, Rajae; Mélard, Guy - 2022

Persistent link: https://www.econbiz.de/10013343501

Air pollution and mortality impacts

Dong, Zhe Michelle; Shang, Han Lin; Bruhn, Aaron - In: Risks : open access journal 10 (2022) 6, pp. 1-21

This study quantifies the air quality impact on population mortality from an actuarial perspective, considering implications to the industry through the application of findings. The study focuses on the increase in mortality from air quality changes due to extreme weather impacts. We conduct an...

Persistent link: https://www.econbiz.de/10013363013