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subject:"Volatilität"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"Deutschland"
~subject:"EU-Staaten"
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Blazsek, Szabolcs
McAleer, Michael
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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
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2020
Persistent link: https://www.econbiz.de/10012221928
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
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2020
Persistent link: https://www.econbiz.de/10012310604
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