A Generalised GARCH-based model for stochastic mortality

Celeste Chai

Research output: Contribution to journal › Meeting abstract

Original language	English
Pages (from-to)	16-17
Number of pages	2
Journal	Expo 2012 Higher Degree Research : book of abstracts
Publication status	Published - 2012
Event	Higher Degree Research Expo (8th : 2012) - Sydney Duration: 12 Nov 2012 → 13 Nov 2012

Keywords

@article{6db8fee33ee84415a60d90268f46fe71,

title = "A Generalised GARCH-based model for stochastic mortality",

keywords = "GARCH, Stochastic Mortality, QMLE, Double Exponential",

author = "Celeste Chai",

year = "2012",

language = "English",

pages = "16--17",

journal = "Expo 2012 Higher Degree Research : book of abstracts",

issn = "1837-9214",

publisher = "Faculty of Business and Economics, Macquarie University",

note = "Higher Degree Research Expo (8th : 2012) ; Conference date: 12-11-2012 Through 13-11-2012",

}

TY - JOUR

T1 - A Generalised GARCH-based model for stochastic mortality

AU - Chai, Celeste

PY - 2012

Y1 - 2012

KW - GARCH

KW - Stochastic Mortality

KW - QMLE

KW - Double Exponential

M3 - Meeting abstract

SN - 1837-9214

SP - 16

EP - 17

JO - Expo 2012 Higher Degree Research : book of abstracts

JF - Expo 2012 Higher Degree Research : book of abstracts

T2 - Higher Degree Research Expo (8th : 2012)

Y2 - 12 November 2012 through 13 November 2012

ER -