E-LIB Suche - Ergebnisse für: Blazsek, Szabolcs

1

Global, Arctic, and Antarctic sea ice volume predictions us..:

Blazsek, Szabolcs ; Escribano, Alvaro ; Kristof, Erzsebet
Energy Economics. 134 (2024) - p. 107591 , 2024

Link: https://doi.org/10.1016/..

2

Core Inflation Rate for China and the ASEAN-10 Countries: S..:

Blazsek, Szabolcs ; Licht, Adrian ; Ayala, Astrid.
Studies in Nonlinear Dynamics & Econometrics. 0 (2024) 0 - p. , 2024

Link: https://doi.org/10.1515/..

3

Generalized Autoregressive Conditional Betas: A New Multiva..:

Blazsek, Szabolcs ; Jörding, August ; Rai, Simran
Studies in Nonlinear Dynamics & Econometrics. 0 (2024) 0 - p. , 2024

Link: https://doi.org/10.1515/..

4

Score-Driven Location Plus Scale Models: Asymptotic Theory ..:

Blazsek, Szabolcs ; Escribano, Alvaro ; Licht, Adrian
Studies in Nonlinear Dynamics & Econometrics. 0 (2024) 0 - p. , 2024

Link: https://doi.org/10.1515/..

5

Score-driven latent-factor panel data models of economic fr..:

Blazsek, Szabolcs ; Marroquín, Andrés ; Thomas, Zachary A..
Applied Economics. , 2024

Link: https://doi.org/10.1080/..

6

Global, Arctic, and Antarctic sea ice volume predictions: u..:

Blazsek, Szabolcs Istvan ; Escribano, Álvaro ; Kristof, Erzsebet
Working papers. Economics. , 2024

Link: http://hdl.handle.net/10..

7

Non-Gaussian score-driven conditionally heteroskedastic mod..:

Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrián
Macroeconomic Dynamics. 28 (2023) 1 - p. 32-50 , 2023

Link: https://doi.org/10.1017/..

8

Score function scaling for QAR plus Beta-t-EGARCH: an empir..:

Ayala, Astrid Loretta ; Blazsek, Szabolcs ; Licht, Adrian
Applied Economics. 56 (2023) 31 - p. 3684-3697 , 2023

Link: https://doi.org/10.1080/..

9

Score-driven cryptocurrency and equity portfolios:

Blazsek, Szabolcs ; Bowen, Richard
Applied Economics. 56 (2023) 18 - p. 2109-2128 , 2023

Link: https://doi.org/10.1080/..

10

Comparison of Score-Driven Equity-Gold Portfolios During th..:

Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian
Studies in Nonlinear Dynamics & Econometrics. 27 (2023) 5 - p. 705-731 , 2023

Link: https://doi.org/10.1515/..

11

The two-component Beta-t-QVAR-M-lev: a new forecasting mode:

Haddad, Michel Ferreira Cardia ; Blazsek, Szabolcs ; Arestis, Philip..
Financial Markets and Portfolio Management. 37 (2023) 4 - p. 379-401 , 2023

Link: https://doi.org/10.1007/..

12

Score-driven threshold ice-age models: Benchmark models for..:

Blazsek, Szabolcs ; Escribano, Alvaro
Energy Economics. 118 (2023) - p. 106522 , 2023

Link: https://doi.org/10.1016/..

13

Volatility Forecasting Using Quasi-Score-Driven Models with..:

Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian
Studies in Nonlinear Dynamics & Econometrics. 0 (2023) 0 - p. , 2023

Link: https://doi.org/10.1515/..

14

Non-Gaussian score-driven conditionally heteroskedastic mod..:

Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrián
Comunidad de Madrid. S2015/HUM-3444. , 2023

Link: http://hdl.handle.net/10..

15

Co-integration with score-driven models: an application to ..:

Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian
Comunidad de Madrid. S2015/HUM-3444. , 2023

Link: http://hdl.handle.net/10..