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~isPartOf:"Applied economics"
~language:"eng"
~person:"Blazsek, Szabolcs"
~subject:"Schätzung"
~subject:"United Kingdom"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Hochschulschrift"
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Schätzung
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Welt
ARCH model
6
ARCH-Modell
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6
Beta-t-EGARCH
5
Estimation
4
Statistical distribution
4
Statistische Verteilung
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4
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4
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4
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4
density forecasts
4
dynamic conditional score (DCS) models
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3
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3
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2
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quasi-autoregressive (QAR) model
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DCS model with Student’s t copula
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Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
23
Moosa, Imad A.
17
Gil-Alaña, Luis A.
15
Gupta, Rangan
12
Turner, Paul
10
Chang, Tsangyao
9
Umar, Zaghum
9
Zhu, Huiming
9
Yoon, Seong-min
8
Dong, Kangyin
7
Goel, Rajeev K.
7
Selvanathan, Saroja
7
Sosvilla-Rivero, Simón
7
Taylor, Mark P.
7
Tiwari, Aviral Kumar
7
Zaremba, Adam
7
Apergēs, Nikolaos
6
Balli, Faruk
6
Balli, Hatice Ozer
6
Jawadi, Fredj
6
Leslie, Derek G.
6
Mills, Terence C.
6
Narayan, Paresh Kumar
6
Sloane, Peter J.
6
Abakah, Emmanuel Joel Aikins
5
Abbott, Andrew J.
5
Allen, David E.
5
Balcilar, Mehmet
5
Belke, Ansgar
5
Berument, Hakan
5
Brown, Sarah
5
Clements, Kenneth W.
5
French, Michael T.
5
Haan, Jakob de
5
Hammoudeh, Shawkat
5
Inglesi-Lotz, Roula
5
Kandil, Magda
5
Lee, Chien-chiang
5
Li, Bin
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Applied economics
Applied economics letters
2
Energy economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometrics : open access journal
1
Finance research letters
1
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1
SERIEs : Journal of the Spanish Economic Association
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
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
Saved in:
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