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ECONIS (ZBW)
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Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
2
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
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3
Anthropogenic effects of climate change : further evidence from a fractionally integrated ice-age model
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2024
Persistent link: https://www.econbiz.de/10015110731
Saved in:
4
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
Saved in:
5
Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)
Escribano, Álvaro
- In:
Macroeconomic dynamics
8
(
2004
)
1
,
pp. 76-116
Persistent link: https://www.econbiz.de/10001930635
Saved in:
6
Unbiased QML estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
-
2013
Persistent link: https://www.econbiz.de/10010476962
Saved in:
7
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro
;
Torrado, María
-
2017
Persistent link: https://www.econbiz.de/10011800161
Saved in:
8
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
9
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
- In:
Applied economics
52
(
2020
)
42
,
pp. 4621-4638
Persistent link: https://www.econbiz.de/10012298654
Saved in:
10
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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