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Search: subject:"Dynamic Conditional Score (DCS) models"
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dynamic conditional score (DCS) models
4
ARCH model
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Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
SERIEs - Journal of the Spanish Economic Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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2
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
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3
Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
51
(
2019
)
37
,
pp. 4083-4103
Persistent link: https://www.econbiz.de/10012196964
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4
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
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5
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:
6
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
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