Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Antal, Szabolcs István
11  Ergebnisse:
Artikel (Print) X
Personensuche X
?
1

Equity market neutral hedge funds and the stock market 

, In: Applied economics
an application of score-driven copula models 
Ayala, Astrid ; Blazsek, Szabolcs. (2018)  37 - p. 4005-4023
Exemplare: Zentrale;
 
?
2

Score-driven Markov-switching EGARCH models 

, In: Applied economics
an application to systematic risk analysis 
Blazsek, Szabolcs ; Ho, Han-Chiang ; Liu, Su-Ping. (2018)  56 - p. 6047-6060
Exemplare: Zentrale;
 
?
3

Event-study analysis by using dynamic conditional score mod..:

, In: Applied economics
Blazsek, Szabolcs ; Monteros, Luis Antonio. (2017)  45 - p. 4530-4541
Exemplare: Zentrale;
 
?
4

Markov regime-switching Beta-t-EGARCH:

, In: Applied economics
Blazsek, Szabolcs ; Ho, Han-Chiang. (2017)  47 - p. 4793-4805
Exemplare: Zentrale;
 
?
5

Dynamic conditional score models of degrees of freedom 

, In: Applied economics
filtering with score-driven heavy tails 
Blazsek, Szabolcs ; Monteros, Luis Antonio. (2017)  53 - p. 5426-5440
Exemplare: Zentrale;
 
?
6

Model stability and forecast performance of Beta-t-EGARCH:

, In: Applied economics letters
Blazsek, Szabolcs ; Chavez, Helmuth ; Mendez, Carlos. (2016)  16/18 - p. 1219-1223
Exemplare: Zentrale;
 
?
7

Regime-switching purchasing power parity in Latin America 

, In: Applied economics
Monte Carlo unit root tests with dynamic conditional score 
Ayala, Astrid ; Blazsek, Szabolcs ; Cuñado Eizaguirre, Juncal.. (2016)  28/30 - p. 2675-2696
Exemplare: Zentrale;
 
?
8

QARMA-Beta-t-EGARCH versus ARMA-GARCH 

, In: Applied economics
an application to S & P 500 
Blazsek, Szabolcs ; Mendoza, Vicente. (2016)  10/12 - p. 1119-1129
Exemplare: Zentrale;
 
?
9

Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?:

, In: Applied economics
Blazsek, Szabolcs ; Villatoro, Marco. (2015)  16/18 - p. 1764-1774
Exemplare: Zentrale;
 
?
10

How has the financial crisis affected the fiscal convergenc..:

, In: Applied economics letters
Ayala, Astrid. (2012)  4/6 - p. 471-476
Exemplare: Zentrale;
 
?
11

Renewable energy innovations in Europe 

, In: Applied economics
a dynamic panel data approach 
Ayari, Nadia ; Mendi, Pedro. (2012)  22/24 - p. 3135-3147
Exemplare: Zentrale;
 
1-11