Yang Lu

Discipline

Economies et finances (8) Gestion et management (5)

Type de document

Colloques et conférences (6) Articles (5) Prépublication (3)

Co-auteur

Ran Sun

Gaëlle Le Fol

Serge Darolles

Hong Li

Christian Gourieroux

Laurent Lescop

Date

Source

HALSHS : archive ouverte en Sciences de l’Homme et de la Société (11) IFD : Chaire Les Particuliers face aux risques : Analyse et réponse des marchés (3)

Mot-clé

modèle (11) Example (11) Finance (10) spectacle (7) Securities (7) Process (Law) (7) Finance (7) risque (6) analyse (6) abords (agglomération) (6) Dynamics (6) Risk (6) Financial institutions (6) Dynamics (6) Analysis (6) Models (6) achat (5) papier (5) effet (5) Redemption (5) Paper (5) Investments (5) Forecasting (5) Forecasting (5) puits (4) assurance (4) prévision (4) distribution (4) méthode (4) ordre (4)

Documents écrit par Yang Lu (14) | parle de Yang Lu (1)

Bivariate integer-autoregressive process with an application to mutual fund flows

Serge Darolles et al. (28 mai 2024)

A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk

Gaëlle Le Fol et al. (15 oct. 2021)

A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk

Serge Darolles et al. (2 oct. 2021)

A Self-Exciting Model for Mutual Fund Flows: Investor Behaviour and Liability Risk

Serge Darolles et al. (1 oct. 2021)

Bivariate integer-autoregressive process with an application to mutual fund flows

Serge Darolles et al. (juin 2019)

Least Impulse Response Estimator for Stress Test Exercises

Christian Gourieroux et al. (4 avr. 2019)

Bivariate integer-autoregressive process with an application to mutual fund flows

Serge Darolles et al. (2019)

Bivariate integer-autoregressive process with an application to mutual fund flows

Serge Darolles et al. (déc. 2018)

Les dimensions de la perspective, quand les modes de représentations européennes et chinoises rencontrent l’image numérique

Laurent Lescop et al. (25 oct. 2018)

Negative Binomial Autoregressive Process

Yang Lu et al. (12 mars 2018)

Dynamic Frailty Count Process in Insurance: A Unified Framework for Estimation, Pricing, and Forecasting

Yang Lu (2018)

A Bayesian non-parametric model for small population mortality

Hong Li et al. (2018)

Broken-Heart, Common Life, Heterogeneity: Analyzing the Spousal Mortality Dependence

Yang Lu (sept. 2017)

COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH

Hong Li et al. (2016)