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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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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
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The Harrod foreign trade multiplier and economic growth in Asian countries
Bairam, Erkin İbrahim - In: Applied economics 23 (1991) 11, pp. 1719-1724
Persistent link: https://www.econbiz.de/10001132515
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The Harrod foreign trade multiplier revisited
Bairam, Erkin İbrahim - In: Applied economics 22 (1990) 6, pp. 711-718
Persistent link: https://www.econbiz.de/10001086167
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Balance of payments, the Harrod foreign trade multiplier and economic growth : the European and North American experience, 1970 - 85
Bairam, Erkin İbrahim - In: Applied economics 20 (1988) 12, pp. 1635-1642
Persistent link: https://www.econbiz.de/10001065095
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Production functions in cricket : the Australian and New Zealand experience
Bairam, Erkin İbrahim - In: Applied economics 22 (1990) 7, pp. 871-879
Persistent link: https://www.econbiz.de/10001093363
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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