//--> //--> //-->
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
~person:"Blazsek, Szabolcs"
~subject:"Germany"
~subject:"Volatility forecasts"
~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: subject_exact:"Stock market index"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Germany
Volatility forecasts
Zeitreihenanalyse
Aktienindex
6
Stock index
6
Forecasting model
4
Prognoseverfahren
4
Time series analysis
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Schätzung
3
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
USA
2
United States
2
1950-2017
1
Beta--EGARCH
1
Börsenkurs
1
Capital income
1
Capital market returns
1
Dow Jones Industrial Average (DJIA)
1
Dynamic Conditional Score
1
Dynamic conditional score (DCS) models
1
Estimation theory
1
Extreme values
1
Generalized Autoregressive Score
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Meixner distribution
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risk Premium
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Blazsek, Szabolcs
Gil-Alaña, Luis A.
17
Caporale, Guglielmo Maria
11
Röder, Klaus
9
Härdle, Wolfgang
8
Scheicher, Martin
8
Westermann, Frank
8
Giot, Pierre
7
Glatzer, Ernst
7
McAleer, Michael
7
Allen, David E.
6
Cheung, Yin-Wong
6
Kaserer, Christoph
6
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Entorf, Horst
5
Fortin, Ines
5
Kempf, Alexander
5
Korn, Olaf
5
Oehler, Andreas
5
Schmidhammer, Christoph
5
Achleitner, Ann-Kristin
4
Ampenberger, Markus
4
Christensen, Bent Jesper
4
Craig, Ben R.
4
Escribano, Álvaro
4
Franses, Philip Hans
4
Gupta, Rangan
4
Holz, Arnold
4
Nasr, Adnen Ben
4
Nielsen, Morten Ørregaard
4
Raaij, Gabriela de
4
Raunig, Burkhard
4
Sattarhoff, Cristina
4
Schulze, Peter M.
4
Theissen, Erik
4
Wagner, Niklas F.
4
Yang, Minxian
4
Zhu, Jie
4
Alt, Raimund
3
more ...
less ...
Published in...
All
Working paper
3
Applied economics letters
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
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
Saved in:
4
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
Saved in:
5
Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100546
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->