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~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"USA"
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Blazsek, Szabolcs
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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
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2019
Persistent link: https://www.econbiz.de/10012100535
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Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
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2019
Persistent link: https://www.econbiz.de/10012100546
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