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~isPartOf:"Applied economics"
~isPartOf:"The review of economics and statistics"
~person:"Blazsek, Szabolcs"
~subject:"Arbeitslohn"
~subject:"Prognoseverfahren"
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Arbeitslohn
Prognoseverfahren
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Beta-t-EGARCH
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
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Theory
4
Time series analysis
4
Zeitreihenanalyse
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density forecasts
4
dynamic conditional score (DCS) models
4
Markov chain
3
Markov-Kette
3
Risikomaß
3
Risk measure
3
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Dynamic conditional score (DCS) models
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Estimation theory
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Portfolio selection
2
Portfolio-Management
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Schätztheorie
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USA
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United States
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Welt
2
World
2
quasi-autoregressive (QAR) model
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Aktienmarkt
1
Beta-Gen-t-EGARCH with leverage effects
1
CAPM
1
COVID-19 (coronavirus pandemic of 2019)
1
Capital income
1
Coronavirus
1
DCS model with Student’s t copula
1
Dynamic conditional score
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Blazsek, Szabolcs
Gupta, Rangan
15
Moosa, Imad A.
11
Baghestani, Hamid
6
Ma, Feng
6
Zhang, Yaojie
6
Balcilar, Mehmet
5
Burns, Kelly
4
Franses, Philip Hans
4
Irwin, Scott H.
4
Diebold, Francis X.
3
Gausden, Robert
3
Hasan, Mohammad S.
3
Kahn, Lawrence M.
3
Liang, Chao
3
Madhou, Ashwin
3
Pierdzioch, Christian
3
Ramiah, Vikash
3
Ruelke, Jan-Christoph
3
Sewak, Tayushma
3
Siliverstovs, Boriss
3
Stadtmann, Georg
3
Uctum, Remzi
3
Vroman, Wayne
3
Wang, Chia Nan
3
Zaremba, Adam
3
Österholm, Pär
3
Abual-Foul, Bassam M.
2
Bessler, David A.
2
Bollerslev, Tim
2
Brorsen, B. Wade
2
Burkitt, B.
2
Chen, An-sing
2
Degiannakis, Stavros
2
Fair, Ray C.
2
Fameliti, Stavroula P.
2
Faroque, Akhter
2
García, Philip
2
He, Mengxi
2
Ho, Han-Chiang
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Applied economics
The review of economics and statistics
Working paper
4
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
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ECONIS (ZBW)
6
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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
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:
5
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:
6
Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs
;
Villatoro, Marco
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
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