//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"1950-2017"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stock market"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
1950-2017
USA
Aktienindex
3
Stock index
3
Time series analysis
3
Zeitreihenanalyse
3
United States
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Capital market returns
1
Dynamic Conditional Score
1
Dynamic conditional score (DCS) models
1
Estimation
1
Forecasting model
1
Generalized Autoregressive Score
1
Kapitalmarktrendite
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Risikoprämie
1
Risk Premium
1
Risk premium
1
Schätzung
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Blazsek, Szabolcs
Guo, Hui
9
Guidolin, Massimo
4
Contessi, Silvio
3
Manera, Matteo
3
Mignon, Valérie
3
Savickas, Robert
3
Wheelock, David C.
3
Ayala, Astrid
2
Bastianin, Andrea
2
Bloom, Nicholas
2
Bordo, Michael D.
2
Bénassy-Quéré, Agnès
2
Cipollini, Andrea
2
Davis, Steven J.
2
De Pace, Pierangelo
2
Dueker, Michael
2
Dupor, Bill
2
Escribano, Álvaro
2
Kapetanios, George
2
Li, Rong
2
Mumtaz, Haroon
2
Nyholm, Ken
2
Peralta-Alva, Adrian
2
Raunig, Burkhard
2
Schmid, Frank A.
2
Timmermann, Allan
2
Tsai, Yi-Chan
2
Ahmed, Rashad
1
Aizenman, Joshua
1
Alessandri, Piergiorgio
1
Alpanda, Sami
1
Altig, David
1
Andrianova, Svetlana
1
Apergēs, Nikolaos
1
Baker, Scott
1
Balduzzi, Pierluigi
1
Barkoulas, John T.
1
Barrero, Jose Maria
1
Baum, Christopher F.
1
more ...
less ...
Published in...
All
Economics letters
Working paper
Applied economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100546
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->