//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
~person:"Blazsek, Szabolcs"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Statistical distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Option pricing theory
Optionspreistheorie
Prognoseverfahren
7
Statistical distribution
7
Statistische Verteilung
7
ARCH model
4
ARCH-Modell
4
Beta-t-EGARCH
4
Theorie
4
Theory
4
density forecasts
4
Estimation
3
Schätzung
3
Risikomaß
2
Risk measure
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienindex
1
Central America
1
Dynamic conditional score
1
Dynamic conditional score (DCS) models
1
Dynamic conditional score models
1
Electricity price
1
Energy prices
1
Financial crisis
1
Finanzkrise
1
Markov chain
1
Markov regime-switching
1
Markov-Kette
1
Meixner distribution
1
Mittelamerika
1
Model stability
1
Monte Carlo simulation
1
Monte Carlo value-at-risk
1
Monte-Carlo-Simulation
1
Parameter identification
1
Point and density forecasts
1
QARMA-Beta-t-EGARCH
1
Risikoprämie
1
Risk premium
1
Stochastic level and stochastic seasonal
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Blazsek, Szabolcs
Ravazzolo, Francesco
40
Mitchell, James
28
Dijk, Herman K. van
27
Casarin, Roberto
22
Aastveit, Knut Are
15
Paolella, Marc S.
13
Diebold, Francis X.
12
Dijk, Dick van
12
Grassi, Stefano
12
Jore, Anne Sofie
12
Perote, Javier
12
Shin, Minchul
12
Jacobs, Kris
11
Opschoor, Anne
11
Diks, Cees G. H.
10
Taylor, James W.
10
Craig, Ben R.
9
Dionne, Georges
9
Hoogerheide, Lennart
9
Huber, Florian
9
Härdle, Wolfgang
9
van Dijk, H. K.
9
Ñíguez, Trino-Manuel
9
Bollerslev, Tim
8
Christoffersen, Peter F.
8
Clark, Todd E.
8
Giacomini, Raffaella
8
Polanski, Arnold
8
Rossi, Barbara
8
Sekhposyan, Tatevik
8
Stoja, Evarist
8
Todorov, Viktor
8
Vahey, Shaun P.
8
Caporin, Massimiliano
7
Clements, Michael P.
7
Gupta, Rangan
7
Hassani, Samir Saissi
7
Hoogerheide, Lennart F.
7
Kapetanios, George
7
more ...
less ...
Published in...
All
Applied economics
4
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
2
Analysis of electricity prices for Central American countries using dynamic conditional score models
Blazsek, Szabolcs
;
Hernández, Hector
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1807-1848
Persistent link: https://www.econbiz.de/10011950337
Saved in:
3
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:
4
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:
5
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
6
QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs
;
Mendoza, Vicente
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
Saved in:
7
Model stability and forecast performance of Beta-t-EGARCH
Blazsek, Szabolcs
;
Chavez, Helmuth
;
Mendez, Carlos
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1219-1223
Persistent link: https://www.econbiz.de/10011701871
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->