//--> //--> //-->
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:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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
Zeitreihenanalyse
Aktienindex
3
Stock index
3
Time series analysis
3
USA
2
United States
2
Volatility
2
Volatilität
2
1950-2017
1
ARCH model
1
ARCH-Modell
1
Capital market returns
1
Dynamic Conditional Score
1
Dynamic conditional score (DCS) models
1
Estimation
1
Forecasting model
1
Generalized Autoregressive Score
1
Kapitalmarktrendite
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Risikoprämie
1
Risk Premium
1
Risk premium
1
Schätzung
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Blazsek, Szabolcs
Gil-Alaña, Luis A.
7
Härdle, Wolfgang
7
Caporale, Guglielmo Maria
6
Cheung, Yin-Wong
4
Fortin, Ines
4
Giot, Pierre
4
Schulze, Peter M.
4
Westermann, Frank
4
Allen, David E.
3
Craig, Ben R.
3
Entorf, Horst
3
Escribano, Álvaro
3
Franses, Philip Hans
3
Glatzer, Ernst
3
Lux, Thomas
3
McAleer, Michael
3
Raaij, Gabriela de
3
Raunig, Burkhard
3
Scheicher, Martin
3
Achleitner, Ann-Kristin
2
Ajmi, Ahdi Noomen
2
Alt, Raimund
2
Ayala, Astrid
2
Baur, Dirk G.
2
Bühler, Wolfgang
2
Christensen, Bent Jesper
2
Gribisch, Bastian
2
Gupta, Rangan
2
Hol Uspensky, Eugenie
2
Jamin, Gösta
2
Kaserer, Christoph
2
Kempf, Alexander
2
Koopman, Siem Jan
2
Korn, Olaf
2
Kuzmics, Christoph
2
Laurent, Sébastien
2
Liesenfeld, Roman
2
Lönnbark, Carl
2
Lüders, Erik
2
more ...
less ...
Published in...
All
Working paper
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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...
//-->