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~isPartOf:"Applied economics"
~isPartOf:"European economic review : EER"
~language:"bos"
~language:"eng"
~language:"slv"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~person:"Stiglitz, Joseph E."
~person:"Zenou, Yves"
~subject:"Theorie"
~type_genre:"Article in journal"
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Blazsek, Szabolcs
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25
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1
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
2
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:
3
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:
4
Intergenerational correlation and social interactions in education
Bervoets, Sebastian
;
Zenou, Yves
- In:
European economic review : EER
92
(
2017
),
pp. 13-30
Persistent link: https://www.econbiz.de/10011811752
Saved in:
5
Bend it like Beckham : ethnic identity and integration
Bisin, Alberto
;
Patacchini, Eleonora
;
Verdier, Thierry
; …
- In:
European economic review : EER
90
(
2016
),
pp. 146-164
Persistent link: https://www.econbiz.de/10011771123
Saved in:
6
Forecasting South African inflation using non-linearmodels : a weighted loss-based evaluation
Kanda, Patrick T.
;
Balcilar, Mehmet
;
Bahramian, Pejman
; …
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2412-2427
Persistent link: https://www.econbiz.de/10011591098
Saved in:
7
Forecasting US consumer price index : does nonlinearity matter?
Álvarez-Díaz, Marcos
;
Gupta, Rangan
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4462-4475
Persistent link: https://www.econbiz.de/10011640110
Saved in:
8
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:
9
Time-frequency relationship between US output with commodity and asset prices
Tiwari, Aviral Kumar
;
Albulescu, Claudiu Tiberiu
; …
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 227-242
Persistent link: https://www.econbiz.de/10011412694
Saved in:
10
Agglomeration, city size and crime
Gaigné, Carl
;
Zenou, Yves
- In:
European economic review : EER
80
(
2015
),
pp. 62-82
Persistent link: https://www.econbiz.de/10011523950
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