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subject:"Economic convergence"
subject:"Economic growth"
~isPartOf:"Applied economics"
~isPartOf:"Economic systems"
~person:"Blazsek, Szabolcs"
~subject:"Schätzung"
~subject:"Welt"
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Economic convergence
Economic growth
Schätzung
Welt
Estimation
4
Beta-t-EGARCH
3
Forecasting model
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
density forecasts
2
CAPM
1
Dynamic conditional score
1
Dynamic conditional score (DCS) models
1
Einheitswurzeltest
1
Kaufkraftparität
1
Lateinamerika
1
Latin America
1
Markov regime-switching
1
Markov regime-switching model
1
Markov-switching (MS) models
1
Purchasing power parity
1
Risiko
1
Risikomanagement
1
Risk
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Risk management
1
Theorie
1
Theory
1
Unit root test
1
VAR model
1
VAR-Modell
1
dynamic conditional score (DCS) models
1
dynamic conditional score model
1
event-study analysis
1
expected shortfall (ES)
1
purchasing power parity
1
quasi-ARMA (QARMA)
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Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
27
Moosa, Imad A.
14
Gupta, Rangan
12
Gil-Alaña, Luis A.
11
Chang, Tsangyao
9
Zhu, Huiming
9
Umar, Zaghum
8
Kutan, Ali Mustafa
7
Zaremba, Adam
7
Narayan, Paresh Kumar
6
Selvanathan, Saroja
6
Tiwari, Aviral Kumar
6
Turner, Paul
6
Yoon, Seong-min
6
French, Michael T.
5
Hammoudeh, Shawkat
5
Kandil, Magda
5
Salim, Ruhul A.
5
Sosvilla-Rivero, Simón
5
Weber, Enzo
5
Afonso, António
4
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Berument, Hakan
4
Cassou, Steven Peter
4
Chowdhury, Abdur R.
4
Goel, Rajeev K.
4
Hayo, Bernd
4
Kumar, Saten
4
Löthgren, Mickael
4
Ma, Feng
4
McAleer, Michael
4
Nguyen, Duc Khuong
4
Payne, James E.
4
Schmidt, Martin B.
4
Shumway, C. Richard
4
Siliverstovs, Boriss
4
Tawadros, George B.
4
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Applied economics
Economic systems
Working paper
3
Applied economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
ESI working papers
1
Finance research letters
1
Macroeconomic dynamics
1
SERIEs : Journal of the Spanish Economic Association
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ECONIS (ZBW)
4
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1
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
Saved in:
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