Asymmetry, realised volatility and stock return risk estimates

von Grané, Aurea
Veröffentlicht in Portuguese economic journal (2012)

Robust multivariate analysis for mixed-type data : novel algorithm and its practical application in socio-economic research

von Grané, Aurea
Veröffentlicht in Socio-economic planning sciences (2021)

Outliers, GARCH-type models and risk measures : a comparison of several approaches

von Grané, Aurea
Veröffentlicht in Journal of empirical finance (2014)

Special issue on mathematical and statistical methods for acturial sciences and finance

Veröffentlicht 2019

How functional data can enhance the estimation of health expectancy : the case of disabled Spanish population

von Albarrán, Irene
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2019)

Mathematical and statistical methods for actuarial sciences and finance : MAF 2018

Veröffentlicht 2018