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~isPartOf:"Applied economics"
~person:"Blazsek, Szabolcs"
~person:"Chambers, Marcus J."
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Blazsek, Szabolcs
Chambers, Marcus J.
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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
Saved in:
2
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:
3
Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J.
- In:
Applied economics
29
(
1997
)
7
,
pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
Saved in:
4
An alternative time series model of consumption : some empirical evidence
Chambers, Marcus J.
- In:
Applied economics
23
(
1991
)
8
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10001132408
Saved in:
5
Consumers demand in the long run : some evidence from UK data
Chambers, Marcus J.
- In:
Applied economics
25
(
1993
)
6
,
pp. 727-733
Persistent link: https://www.econbiz.de/10001145865
Saved in:
6
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:
7
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:
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