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~isPartOf:"Applied economics"
~person:"Blazsek, Szabolcs"
~type_genre:"Article in journal"
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Blazsek, Szabolcs
Fabozzi, Frank J.
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Score-driven cryptocurrency and equity portfolios
Blazsek, Szabolcs
;
Bowen, Richard
- In:
Applied economics
56
(
2024
)
18
,
pp. 2109-2128
Persistent link: https://www.econbiz.de/10014475283
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
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
4
Renewable energy innovations in Europe : a dynamic panel data approach
Ayari, Nadia
;
Blazsek, Szabolcs
;
Mendi, Pedro
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 3135-3147
Persistent link: https://www.econbiz.de/10009616311
Saved in:
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