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~isPartOf:"Working paper"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Blazsek, Szabolcs"
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Bahmani-Oskooee, Mohsen
Blazsek, Szabolcs
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1
QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs
;
Mendoza, Vicente
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
Saved in:
2
On the impact of financial development on income distribution : time-series evidence
Bahmani-Oskooee, Mohsen
;
Zhang, Ruixin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1248-1271
Persistent link: https://www.econbiz.de/10010486252
Saved in:
3
Demand for international reserves : a review article
Bahmani-Oskooee, Mohsen
;
Brown, F.
- In:
Applied economics
34
(
2002
)
10
,
pp. 1209-1226
Persistent link: https://www.econbiz.de/10001687901
Saved in:
4
A new criteria for selecting the optimum lags in Johansen's cointegration technique
Bahmani-Oskooee, Mohsen
;
Brooks, Taggert J.
- In:
Applied economics
35
(
2003
)
8
,
pp. 875-880
Persistent link: https://www.econbiz.de/10001761603
Saved in:
5
Exchange rate sensitivity of demand for money and effectiveness of fiscal and monetary policies
Bahmani-Oskooee, Mohsen
- In:
Applied economics
22
(
1990
)
7
,
pp. 917-925
Persistent link: https://www.econbiz.de/10001093305
Saved in:
6
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
7
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
8
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:
9
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:
10
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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