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~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
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Time series analysis
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Blazsek, Szabolcs
McAleer, Michael
42
Manera, Matteo
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Chang, Chia-Lin
15
Neely, Christopher J.
15
Mumtaz, Haroon
14
Kapetanios, George
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Mignon, Valérie
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Guo, Hui
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Escribano, Álvaro
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Raunig, Burkhard
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Reed, W. Robert
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Asai, Manabu
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Bastianin, Andrea
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Chen, Chi-chung
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Hammoudeh, Shawkat
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Karlsson, Sune
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Laurent, Sébastien
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Mangeloja, Esa
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Working paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
2
Prediction accuracy of bivariate score-driven risk premium and
volatility
filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100546
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