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~isPartOf:"Applied economics"
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~person:"Blazsek, Szabolcs"
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Blazsek, Szabolcs
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ECONIS (ZBW)
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1
Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Kristof, Erzsebet
-
2024
Persistent link: https://www.econbiz.de/10014517265
Saved in:
2
Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2022
Persistent link: https://www.econbiz.de/10013259822
Saved in:
3
Score-driven cryptocurrency and equity portfolios
Blazsek, Szabolcs
;
Bowen, Richard
- In:
Applied economics
56
(
2024
)
18
,
pp. 2109-2128
Persistent link: https://www.econbiz.de/10014475283
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
6
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
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
7
Dynamic stochastic general equilibrium inference using a score-driven approach
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221929
Saved in:
8
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
9
Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012100515
Saved in:
10
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
Saved in:
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