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~isPartOf:"Applied economics"
~language:"ell"
~language:"eng"
~language:"mul"
~person:"Blazsek, Szabolcs"
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ARCH model
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Blazsek, Szabolcs
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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
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
Saved in:
3
Renewable energy innovations in Europe : a dynamic panel data approach
Ayari, Nadia
;
Blazsek, Szabolcs
;
Mendi, Pedro
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 3135-3147
Persistent link: https://www.econbiz.de/10009616311
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