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isPartOf:"European financial management : the journal of the European Financial Management Association"
subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin"
~person:"Blazsek, Szabolcs"
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
4
Beta-t-EGARCH
3
Forecasting model
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
ARCH model
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ARCH-Modell
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Risikomaß
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Risk measure
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Statistical distribution
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Statistische Verteilung
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density forecasts
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CAPM
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Dynamic conditional score
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Dynamic conditional score (DCS) models
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Einheitswurzeltest
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Kaufkraftparität
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Lateinamerika
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Latin America
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Markov regime-switching
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Markov regime-switching model
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Markov-switching (MS) models
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Purchasing power parity
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Risk
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Risk management
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Theorie
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Theory
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VAR-Modell
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dynamic conditional score (DCS) models
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dynamic conditional score model
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event-study analysis
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expected shortfall (ES)
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purchasing power parity
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quasi-ARMA (QARMA)
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Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
14
Gil-Alaña, Luis A.
11
Gupta, Rangan
9
Riphahn, Regina T.
9
Zhu, Huiming
9
Umar, Zaghum
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Spieß, C. Katharina
7
Zaremba, Adam
7
Chang, Tsangyao
6
Narayan, Paresh Kumar
6
Selvanathan, Saroja
6
Turner, Paul
6
Yoon, Seong-min
6
French, Michael T.
5
Kandil, Magda
5
Merz, Joachim
5
Salim, Ruhul A.
5
Sosvilla-Rivero, Simón
5
Wagner, Gert G.
5
Ziebarth, Nicolas R.
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Berument, Hakan
4
Cassou, Steven Peter
4
Chadi, Adrian
4
Chowdhury, Abdur R.
4
Goel, Rajeev K.
4
Hammoudeh, Shawkat
4
Headey, Bruce
4
Holst, Elke
4
Löthgren, Mickael
4
Ma, Feng
4
McAleer, Michael
4
Payne, James E.
4
Peters, Heiko
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European financial management : the journal of the European Financial Management Association
Applied economics
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
Working paper
3
Applied economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
ESI working papers
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Finance research letters
1
Macroeconomic dynamics
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SERIEs : Journal of the Spanish Economic Association
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ECONIS (ZBW)
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
2
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
3
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
4
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
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