//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Blazsek, Szabolcs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"money"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Beta-t-EGARCH
2
Estimation
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
CAPM
1
Dynamic conditional score (DCS) models
1
Dynamic conditional score models
1
Markov chain
1
Markov-Kette
1
Markov-switching (MS) models
1
Monte Carlo simulation
1
Monte Carlo value-at-risk
1
Monte-Carlo-Simulation
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Time series analysis
1
VAR model
1
VAR-Modell
1
Zeitreihenanalyse
1
density forecasts
1
dynamic conditional score (DCS) models
1
event-study analysis
1
expected shortfall (ES)
1
out-of-sample density forecasts
1
quasi-AR
1
quasi-ARMA (QARMA)
1
score-driven degrees of freedom
1
systematic risk analysis
1
time-varying heavy tails
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
11
Serletis, Apostolos
7
Taylor, Mark P.
5
Baghestani, Hamid
4
Berument, Hakan
4
Camera, Gabriele
4
Duca, John V.
4
Dutkowsky, Donald H.
4
Ireland, Peter N.
4
Kumar, Saten
4
Thornton, Daniel L.
4
Tiwari, Aviral Kumar
4
Arize, Augustine Chuck
3
Bahmani, Sahar
3
Barbi, Massimiliano
3
Belongia, Michael T.
3
Caporale, Tony
3
Cavalcanti, Ricardo de Oliveira
3
Cebula, Richard J.
3
Chomsisengphet, Souphala
3
Chowdhury, Abdur R.
3
Demiralp, Selva
3
Evans, Lynne
3
Fuerst, Timothy S.
3
Haan, Jakob de
3
Kutan, Ali Mustafa
3
Li, Kui-wai
3
McAndrews, James Joseph
3
Mehra, Yash Pal
3
Mizen, Paul
3
Roberds, William
3
Schmidt, Martin B.
3
Sheehan, Richard Gerhard
3
Siklos, Pierre L.
3
Wang, Ping
3
White, Lawrence H.
3
Whitesell, William C.
3
Akram, Tanweer
2
Allen, Stuart Douglas
2
more ...
less ...
Published in...
All
Applied economics
Journal of money, credit and banking : JMCB
IMF Working Papers
1
IMF working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->