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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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The effects of advertising on resale price maintenance
Chen, Miao-ling; Chen, Guan-ru - In: Applied economics 39 (2007) 4/6, pp. 453-459
Persistent link: https://www.econbiz.de/10003461747
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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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How do advertised brands benefit from private labels? : an application of rational expectations models
Chen, Guan-ru - In: Applied economics 46 (2014) 22/24, pp. 2891-2902
Persistent link: https://www.econbiz.de/10010417137
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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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Dynamic model for market competition and price rigidity
Chen, Guan-ru - In: Applied economics 48 (2016) 34/36, pp. 3485-3496
Persistent link: https://www.econbiz.de/10011617250