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~isPartOf:"Applied economics"
~language:"eng"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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Article in journal
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Blazsek, Szabolcs
2
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Applied economics
Global business & economics review
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Journal of business economics and management
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13
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11
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10
Indian journal of economics & business : IJEB
8
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7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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ECONIS (ZBW)
6
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6
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date (oldest first)
1
Oil price uncertainty and the
business
cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework
Thiem, Christopher
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3735-3751
Persistent link: https://www.econbiz.de/10012059407
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
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
4
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:
5
Output volatility in Australia
Bodman, Philip M.
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 3117-3129
Persistent link: https://www.econbiz.de/10003895115
Saved in:
6
Yield spreads as predictors of industrial production : expectations on short rates or term premia?
Hejazi, Walid
- In:
Applied economics
32
(
2000
)
8
,
pp. 945-951
Persistent link: https://www.econbiz.de/10001522337
Saved in:
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