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Universality in DAX index returns fluctuations
Bramwell-Holdsworth-Pinton stock exchange optimal parameters
2010/4/28
In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily retu...
A simple model of mortality trends aiming at universality: Lee Carter + Cohort
mortality trends Lee Carter + Cohort universality
2010/4/27
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that ...