//--> //--> //-->
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"
~person:"Blazsek, Szabolcs"
~subject:"Zeitreihenanalyse"
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: economics
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Prognoseverfahren
6
Beta-t-EGARCH
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Time series analysis
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
Financial crisis
2
Finanzkrise
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
USA
2
United States
2
Welt
2
World
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
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Blazsek, Szabolcs
Gil-Alaña, Luis A.
17
Moosa, Imad A.
14
Gupta, Rangan
12
Bhaskara Rao, Buddhavarapu
5
Peel, David
5
Burns, Kelly
4
Chang, Tsangyao
4
Gschwandtner, Adelina
4
Kim, Jong-Min
4
Lee, Chien-chiang
4
Leybourne, Stephen James
4
McAleer, Michael
4
Newbold, Paul
4
Omay, Tolga
4
Speight, Alan E. H.
4
Allen, David E.
3
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Ranjbar, Omid
3
Singh, Abhay Kumar
3
Tiwari, Aviral Kumar
3
Österholm, Pär
3
Barros, Carlos Pestana
2
Brorsen, B. Wade
2
Caporale, Guglielmo Maria
2
Chambers, Marcus J.
2
Cheema, Muhammad A.
2
Chen, Shujuan
2
Dixon, Robert J.
2
Emirmahmutoglu, Furkan
2
Franses, Philip Hans
2
Ftiti, Zied
2
Fukuda, Kosei
2
Harvey, David I.
2
Hasanov, Mübariz
2
Hauser, Michael A.
2
Hwang, Sun Young
2
Jawadi, Fredj
2
Jesus Filho, Jaime de
2
more ...
less ...
Published in...
All
Applied economics
Working paper
8
UC3M working papers
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
3
Score-driven models of stochastic seasonality in location and scale : an application case study of the Indian rupee to USD exchange rate
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
51
(
2019
)
37
,
pp. 4083-4103
Persistent link: https://www.econbiz.de/10012196964
Saved in:
4
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...
//-->