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Cited by

• 2005Analysis of high dimensional multivariate stochastic volatility models345 cited
• 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk344 cited
• 2006Pension Reform262 cited
• 2010Realized volatility forecasting and market microstructure noise255 cited
• 2013Bayesian Probabilistic Projections of Life Expectancy for All Countries203 cited
• 2013New Cohort Fertility Forecasts for the Developed World: Rises, Falls, and Reversals184 cited
• 2008A decomposition method based on a model of continuous change176 cited
• 2007On the Estimation of Disability-Free Life Expectancy160 cited
• 2009Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach155 cited
• 2008Who is hurt by procyclical mortality?148 cited
• 2006A Bayesian forecasting model: predicting U.S. male mortality141 cited
• 2013High Frequency Quoting: Short-Term Volatility in Bids and Offers135 cited
• 2016Speculators, Prices, and Market Volatility135 cited
• 2011Longevity Hedging 101131 cited
• 2007Quantile forecasts of daily exchange rate returns from forecasts of realized volatility