Author:
Biffis Enrico,Lin Yijia,Milidonis Andreas
Subject
Economics and Econometrics,Finance,Accounting
Reference34 articles.
1. Alessi , L. M. Barigozzi M. Capasso 2007 Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series
2. Determining the Number of Factors in Approximate Factor Models;Bai;Econometrica,2002
3. Determining the Number of Primitive Shocks in Factor Models;Bai;Journal of Business & Economic Statistics,2007
4. Biffis , E. D. Blake 2010 Mortality-Linked Securities and Derivatives M. Bertocchi S. Schwartz W. Ziemba
5. Securitizing and Tranching Longevity Exposures;Biffis;Insurance: Mathematics & Economics,2010
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献