//--> //--> //--> //-->
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
~language:"eng"
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: person:"Licht, Adrian"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
15
Zeitreihenanalyse
15
Theorie
7
Theory
7
Estimation
6
Schätzung
6
USA
6
United States
6
VAR model
6
VAR-Modell
6
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
Forecasting model
4
Oil price
4
Prognoseverfahren
4
Saisonkomponente
4
Seasonal component
4
Welt
4
World
4
Ölpreis
4
Aktienindex
3
Bruttoinlandsprodukt
3
Estimation theory
3
Gross domestic product
3
Inflation rate
3
Inflationsrate
3
Markov chain
3
Markov-Kette
3
Multivariate Verteilung
3
Multivariate distribution
3
Schätztheorie
3
Scoring model
3
Scoring-Modell
3
Stock index
3
generalized autoregressive score (GAS)
3
1973-2007
2
1987-2013
2
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
more ...
less ...
Online availability
All
Free
11
Undetermined
8
Type of publication
All
Article
10
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
Author
All
Blazsek, Szabolcs
19
Licht, Adrian
18
Escribano, Álvaro
14
Ayala, Astrid
2
Ayala, Astrid Loretta
1
Licht, Adrián
1
Published in...
All
Working paper
5
UC3M working papers
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Macroeconomic dynamics
2
Applied economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of econometric methods
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrián
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10014465380
Saved in:
2
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
6
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
7
Dynamic stochastic general equilibrium inference using a score-driven approach
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221929
Saved in:
8
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
9
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
10
Score-driven stochastic seasonality of the Russian rouble : an application case study for the period of 1999 to 2020
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2179-2203
Persistent link: https://www.econbiz.de/10013197275
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->