//--> //--> //-->
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
~person:"Monteros, Luis Antonio"
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:"Blazsek, Szabolcs"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Beta-t-EGARCH
2
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Dynamic conditional score models
1
Estimation
1
Monte Carlo simulation
1
Monte Carlo value-at-risk
1
Monte-Carlo-Simulation
1
Schätzung
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
density forecasts
1
dynamic conditional score (DCS) models
1
event-study analysis
1
out-of-sample density forecasts
1
quasi-AR
1
quasi-ARMA (QARMA)
1
score-driven degrees of freedom
1
time-varying heavy tails
1
value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Monteros, Luis Antonio
Blazsek, Szabolcs
92
Escribano, Álvaro
32
Ayala, Astrid
20
Licht, Adrian
18
Watt, Stanley
7
Escribano, Alvaro
6
Downarowicz, Anna
5
Vandenbussche, Jérôme
5
Ayari, Nadia
4
Mendi, Pedro
4
Aycinena, Diego
3
Rentschler, Lucas
3
Ayala, Astrid Loretta
2
Haddad, Michel Ferreira Cardia
2
Ho, Han-Chiang
2
Kobor, Adam
2
Sprenger, Charles
2
Arestis, Philip
1
Blazsek, Virág
1
Blazsek, Virág Ilona
1
Bowen, Richard
1
Carrizo, Daniela
1
Chavez, Helmuth
1
Cuñado Eizaguirre, Juncal
1
Eskildsen, Ricardo
1
Fuerst, Franz
1
Gil-Alaña, Luis A.
1
Gonzalez, Humberto
1
González de Paz, Raúl B.
1
Hernández, Hector
1
Hernández, Jose Roberto
1
Jaca, Carmen
1
Kristof, Erzsebet
1
Licht, Adrián
1
Liu, Su-Ping
1
Mateo, Ricardo
1
Mendez, Carlos
1
Mendoza, Vicente
1
Sandoval, Betzy
1
more ...
less ...
Published in...
All
Applied economics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->