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~isPartOf:"Applied economics"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Blazsek, Szabolcs"
~subject:"ARCH-Modell"
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Bahmani-Oskooee, Mohsen
Blazsek, Szabolcs
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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
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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
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