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~isPartOf:"Applied economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Blazsek, Szabolcs"
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Blazsek, Szabolcs
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Applied economics letters
The North American journal of economics and finance : a journal of financial economics studies
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Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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Model stability and forecast performance of Beta-t-EGARCH
Blazsek, Szabolcs
;
Chavez, Helmuth
;
Mendez, Carlos
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1219-1223
Persistent link: https://www.econbiz.de/10011701871
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