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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Applied economics letters"
~person:"Barseghyan, Gayane"
~person:"Blazsek, Szabolcs"
~subject:"Deutschland"
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Schock
Volatilität
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Estimation
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dynamic conditional score
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generalized autoregressive score
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Barseghyan, Gayane
Blazsek, Szabolcs
Wagner, Joachim
8
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Pierdzioch, Christian
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Chang, Tsangyao
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Gil-Alaña, Luis A.
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Applied economics letters
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SERIEs : Journal of the Spanish Economic Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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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
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The effects of exchange rate volatility on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
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