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
~isPartOf:"Applied economics"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Blazsek, Szabolcs"
~subject:"Beta-Gen-t-EGARCH with leverage effects"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Beta-Gen-t-EGARCH with leverage effects
Theorie
10
Theory
10
Estimation
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Einheitswurzeltest
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Structural break
2
Strukturbruch
2
USA
2
Unit root test
2
United States
2
quantile unit root test
2
smooth breaks
2
1973-1987
1
Aktienmarkt
1
Beta-t-EGARCH
1
CAPM
1
Canada
1
Capital income
1
Cointegration
1
DCS model with Student’s t copula
1
Demand
1
Devisenmarkt
1
Dynamic conditional score (DCS) models
1
Dynamic conditional score models
1
Einkommensverteilung
1
Equity market neutral hedge funds
1
Financial crisis
1
Financial market
1
Finanzkrise
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bahmani-Oskooee, Mohsen
Blazsek, Szabolcs
Ayala, Astrid
1
Published in...
All
Applied economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
