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  • Search: subject:"Dynamic Conditional Score (Dcs)"
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Year of publication
Subject
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Time series analysis 24 Zeitreihenanalyse 24 generalized autoregressive score (GAS) 16 ARCH model 13 ARCH-Modell 13 Estimation theory 13 Schätztheorie 13 Dynamic conditional score (DCS) 12 Volatility 12 Volatilität 12 dynamic conditional score (DCS) 12 Forecasting model 11 Prognoseverfahren 11 Theorie 10 Theory 10 Generalized autoregressive score (GAS) 7 Estimation 6 Schätzung 6 dynamic conditional score (DCS) models 6 Climate change 5 Klimawandel 5 USA 5 United States 5 Aktienindex 4 Aktienmarkt 4 Coronavirus 4 Dynamic conditional score (DCS) models 4 Markov chain 4 Markov-Kette 4 Portfolio selection 4 Portfolio-Management 4 Stock index 4 Stock market 4 VAR model 4 VAR-Modell 4 Welt 4 World 4 Capital income 3 Climate protection 3 Dynamic Conditional Score (DCS) models 3
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Online availability
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Undetermined 23 Free 18 CC license 1
Type of publication
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Article 31 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 30 Aufsatz in Zeitschrift 30 Working Paper 11 Arbeitspapier 10 Graue Literatur 10 Non-commercial literature 10 Article 1
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Language
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English 42
Author
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Blazsek, Szabolcs 37 Ayala, Astrid 11 Escribano, Álvaro 11 Licht, Adrian 9 Lange, Rutger-Jan 4 Ayala, Astrid Loretta 3 Dimitriadis, Timo 2 Harvey, Andrew C. 2 Kong, Dejun 2 Kristof, Erzsebet 2 Kristóf, Erzsébet 2 Liu, Su-Ping 2 Punder, Ramon de 2 Shadoff, Samantha R. 2 Arestis, Philip 1 Blazsek, Virág 1 Bowen, Richard 1 Dos Santos, William M. 1 Edwards, Andreco S. 1 Fuerst, Franz 1 Goirigolzarri, Diego 1 Haddad, Michel Ferreira Cardia 1 Hall, Morgan 1 Hernández, Hector 1 Ho, Han-Chiang 1 Jörding, August 1 Kamau, Ari S. 1 Kobor, Adam 1 Lambert, Charles 1 Lynch, Allen K. 1 Marroquín, Andrés 1 Monteros, Luis Antonio 1 Rai, Simran 1 Sheng, Hsia Hua 1 Smith, Robert A. 1 Subrahmanyam, Vijaya 1 Thomas, Zachary A. 1 de Punder, Ramon 1
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Published in...
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Applied economics 14 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 7 Working paper 6 Cambridge working papers in economics 2 Discussion paper / Tinbergen Institute 2 Energy economics 2 Econometrics : open access journal 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Finance research letters 1 Financial markets and portfolio management 1 Macroeconomic dynamics 1 SERIEs - Journal of the Spanish Economic Association 1 SERIEs : Journal of the Spanish Economic Association 1 The European journal of finance 1 Tinbergen Institute Discussion Paper 1
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Source
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ECONIS (ZBW) 40 EconStor 2
Showing 1 - 10 of 42
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Score-driven global climate zones from 1940 to 2024 : a new objective climate classification method
Blazsek, Szabolcs; Escribano, Álvaro; Kristóf, Erzsébet - In: Energy economics 156 (2026), pp. 1-24
Persistent link: https://www.econbiz.de/10015635003
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Score-driven interactions for "disease x" using covid and non-covid mortality
Blazsek, Szabolcs; Dos Santos, William M.; Edwards, … - In: Econometrics : open access journal 12 (2024) 3, pp. 1-24
The COVID-19 (coronavirus disease of 2019) pandemic is over; however, the probability of such a pandemic is about 2% in any year. There are international negotiations among almost 200 countries at the World Health Organization (WHO) concerning a global plan to deal with the next pandemic on the...
Persistent link: https://www.econbiz.de/10015133930
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Proper and Robust Autoregressive Derivative Adaptive models
Punder, Ramon de - 2026
This paper introduces the class of Proper and Robust Autoregressive Derivative Adaptive (PRADA) models, extending score-driven updates beyond the logarithmic scoring rule to all strictly proper and locally proper scoring rules and strictly consistent scoring functions. PRADA updates reduce an...
Persistent link: https://www.econbiz.de/10015644878
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New score-driven scale and shape interactions : an application to international stock indices
Blazsek, Szabolcs; Hall, Morgan - In: Applied economics 58 (2026) 2, pp. 293-313
Persistent link: https://www.econbiz.de/10015633524
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Exogenous, endogenous, and observable switching models of industrial production in the United Kingdom
Ayala, Astrid Loretta; Blazsek, Szabolcs - In: Applied economics 58 (2026) 6, pp. 1194-1208
Persistent link: https://www.econbiz.de/10015634987
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Improved gradient scaling for score-driven filters with an application to stock market volatility
Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025
Persistent link: https://www.econbiz.de/10015396160
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Score-driven global climate zones from 1940 to 2024 : a new objective climate classification method
Blazsek, Szabolcs; Escribano, Álvaro; Kristóf, Erzsébet - 2025
Persistent link: https://www.econbiz.de/10015553095
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Score-driven credit risk clustering in Guatemala : an extension for unbalanced panels
Blazsek, Szabolcs; Goirigolzarri, Diego; Kamau, Ari S. - In: Applied economics 58 (2026) 8, pp. 1449-1467
Persistent link: https://www.econbiz.de/10015635327
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Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models
Blazsek, Szabolcs; Escribano, Álvaro; Kristof, Erzsebet - 2024
Persistent link: https://www.econbiz.de/10014517265
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Score-driven expected return and volatility spillovers between the Indian and United States stock markets
Blazsek, Szabolcs; Subrahmanyam, Vijaya; Ayala, Astrid … - In: Applied economics 58 (2026) 12, pp. 2364-2382
Persistent link: https://www.econbiz.de/10015636731
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