Forecasting Social Security Actuarial Assumptions
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Publication:5718267
DOI10.1080/10920277.1997.10595646zbMath1080.62544OpenAlexW2018547772MaRDI QIDQ5718267
Marjorie A. Rosenberg, Edward W. Frees, Virginia R. Young, Yueh-Chuan Kung, Siu-Wai Lai
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.1997.10595646
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Cites Work
- ARCH modeling in finance. A review of the theory and empirical evidence
- Generalized autoregressive conditional heteroscedasticity
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Elements of multivariate time series analysis
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