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~isPartOf:"Applied economics"
~person:"Blazsek, Szabolcs"
~person:"Miljkovic, Dragan"
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Blazsek, Szabolcs
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1
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:
2
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:
3
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:
4
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:
5
Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs
;
Villatoro, Marco
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
Saved in:
6
An analysis of multiple structural breaks in US relative farm prices
Jin, Hyun Joung
;
Miljkovic, Dragan
- In:
Applied economics
42
(
2010
)
25/27
,
pp. 3253-3265
Persistent link: https://www.econbiz.de/10008748898
Saved in:
7
US and Canadian livestock prices : market integration and trade dependence
Miljkovic, Dragan
- In:
Applied economics
41
(
2009
)
1/3
,
pp. 183-193
Persistent link: https://www.econbiz.de/10003829364
Saved in:
8
Exchange rate pass-through, price discrimination, and US meat export prices
Miljkovic, Dragan
;
Brester, Gary Wayne
;
Marsh, John M.
- In:
Applied economics
35
(
2003
)
6
,
pp. 641-650
Persistent link: https://www.econbiz.de/10001760655
Saved in:
9
Market integration in US gasoline markets
Paul, Rodney J.
;
Miljkovic, Dragan
;
Ipe, Viju C.
- In:
Applied economics
33
(
2001
)
10
,
pp. 1335-1340
Persistent link: https://www.econbiz.de/10001590567
Saved in:
10
Assessing the role of futures position substitutability in a monthly slaughtered pork factor demand by US processors : a cointegrated VAR model approach
Babula, Ronald Alexander
;
Miljkovic, Dragan
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2454-2468
Persistent link: https://www.econbiz.de/10011591145
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