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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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Optimal bank interest margin and default risk in equity returns under the return to domestic retail with structural breaks
Tsai, Jeng-yan; Lin, Jyh-horng - In: Applied economics 45 (2013) 4/6, pp. 753-764
Persistent link: https://www.econbiz.de/10009716386
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Bank liquidity providing in a real synergy management under a cap-based valuation
Chang, Chuen-ping; Lin, Jyh-horng - In: Applied economics 42 (2010) 22/24, pp. 3161-3173
Persistent link: https://www.econbiz.de/10008748117
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Government bailouts and default risks of a duopoly : strong bank versus weak bank
Tsai, Jeng-Yan; Lin, Jyh-horng; Cheng, Chu-Yun - In: Applied economics 46 (2014) 34/36, pp. 4137-4150
Persistent link: https://www.econbiz.de/10010462849
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Soft information in insurer lending and reinsurance under capital regulation
Li, Xuelian; Song, Zehe; Lin, Jyh-horng - In: Applied economics 53 (2021) 21, pp. 2457-2466
Persistent link: https://www.econbiz.de/10012501269
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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