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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Finance research letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Blazsek, Szabolcs"
~subject:"Börsenkurs"
~subject:"Nonlinear regression"
~subject:"VAR model"
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EU-Staaten
Volatility
Börsenkurs
Nonlinear regression
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Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
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Ma, Feng
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Empirica : journal of european economics
Finance research letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper
2
Applied economics
1
Applied economics 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 multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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2
Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH
Blazsek, Szabolcs
;
Carrizo, Daniela
;
Eskildsen, Ricardo
; …
- In:
Finance research letters
24
(
2018
),
pp. 193-198
Persistent link: https://www.econbiz.de/10011982571
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