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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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An econometric model of production with endogenous improvement in energy efficiency, 1970 - 1995
Conrad, Klaus - In: Applied economics 32 (2000) 9, pp. 1153-1160
Persistent link: https://www.econbiz.de/10001496460
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Incentive mechanisms for environmental protection under asymmetric information : a case study
Conrad, Klaus - In: Applied economics 23 (1991) 5, pp. 871-880
Persistent link: https://www.econbiz.de/10001126270
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The economic benefits of public infrastructure
Conrad, Klaus - In: Applied economics 26 (1994) 4, pp. 303-311
Persistent link: https://www.econbiz.de/10001160550
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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