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~person:"Escribano, Álvaro"
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dynamic conditional score (DCS)
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Escribano, Álvaro
Petrella, Ivan
15
Delle Monache, Davide
12
Koopman, Siem Jan
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Lucas, André
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Blasques, Francisco
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Gorgi, Paolo
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Lit, Rutger
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Venditti, Fabrizio
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Catania, Leopoldo
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Koopman, Siem Jan S.J.
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Blazsek, Szabolcs
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Buccheri, Giuseppe
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Licht, Adrian
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Luati, Alessandra
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Monache, Davide Delle
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Blasques, F.
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Blasques, Francisco F.
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Borenstein, Denis
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Fernandes, Cristiano Augusto Coelho
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Lasak, Katarzyna
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Lin, Yicong
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
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:
3
Multivariate Markov-switching
score-driven
models
: an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
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