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~person:"Blazsek, Szabolcs"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Saisonale Schwankungen
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stochastic seasonality
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dynamic conditional score (DCS) models
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Blazsek, Szabolcs
McElroy, Tucker
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Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
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2
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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