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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CESifo working papers"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"Zeitreihenanalyse"
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EU-Staaten
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Blazsek, Szabolcs
Caporale, Guglielmo Maria
49
Gil-Alaña, Luis A.
35
McAleer, Michael
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Afonso, António
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Pesaran, M. Hashem
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
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2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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3
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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