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~isPartOf:"Applied economics"
~language:"eng"
~person:"Blazsek, Szabolcs"
~subject:"Auslandsinvestition"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Case study"
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Auslandsinvestition
Schätzung
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Prognoseverfahren
6
Beta-t-EGARCH
5
Estimation
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
density forecasts
4
dynamic conditional score (DCS) models
4
Markov chain
3
Markov-Kette
3
Risikomaß
3
Risk measure
3
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Dynamic conditional score (DCS) models
2
Estimation theory
2
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2
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2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
USA
2
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2
Welt
2
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2
quasi-autoregressive (QAR) model
2
Aktienmarkt
1
Beta-Gen-t-EGARCH with leverage effects
1
CAPM
1
COVID-19 (coronavirus pandemic of 2019)
1
Capital income
1
Coronavirus
1
DCS model with Student’s t copula
1
Dynamic conditional score
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Article in journal
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English
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Blazsek, Szabolcs
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
14
Gil-Alaña, Luis A.
12
Zhu, Huiming
10
Gupta, Rangan
9
Umar, Zaghum
8
Selvanathan, Saroja
7
Zaremba, Adam
7
Chang, Tsangyao
6
Narayan, Paresh Kumar
6
Salim, Ruhul A.
6
Turner, Paul
6
Yoon, Seong-min
6
French, Michael T.
5
Goel, Rajeev K.
5
Kandil, Magda
5
Pentecost, Eric J.
5
Sosvilla-Rivero, Simón
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Belke, Ansgar
4
Berument, Hakan
4
Cassou, Steven Peter
4
Chowdhury, Abdur R.
4
Hammoudeh, Shawkat
4
Löthgren, Mickael
4
Ma, Feng
4
McAleer, Michael
4
Miljkovic, Dragan
4
Payne, James E.
4
Schmidt, Martin B.
4
Shumway, C. Richard
4
Tawadros, George B.
4
Thornton, James
4
Tiwari, Aviral Kumar
4
Weber, Enzo
4
Xuan Vinh Vo
4
Abbott, Andrew J.
3
Abdulai, Awudu
3
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Applied economics
Applied economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Finance research letters
1
Macroeconomic dynamics
1
SERIEs : Journal of the Spanish Economic Association
1
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ECONIS (ZBW)
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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
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
4
Regime-switching purchasing power parity in Latin America : Monte Carlo unit root tests with dynamic conditional score
Ayala, Astrid
;
Blazsek, Szabolcs
;
Cuñado Eizaguirre, Juncal
- In:
Applied economics
48
(
2016
)
28/30
,
pp. 2675-2696
Persistent link: https://www.econbiz.de/10011594383
Saved in:
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