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Applied economics
1
Equity market neutral hedge funds and the stock market
, In:an application of score-driven copula models
Exemplare: Zentrale;
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Applied economics
2
Score-driven Markov-switching EGARCH models
, In:an application to systematic risk analysis
Exemplare: Zentrale;
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Applied economics
3
Event-study analysis by using dynamic conditional score mod..:
, In:Exemplare: Zentrale;
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Applied economics
5
Dynamic conditional score models of degrees of freedom
, In:filtering with score-driven heavy tails
Exemplare: Zentrale;
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Applied economics
6
Regime-switching purchasing power parity in Latin America
, In:Monte Carlo unit root tests with dynamic conditional score
Exemplare: Zentrale;
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Applied economics letters
7
Model stability and forecast performance of Beta-t-EGARCH:
, In:Exemplare: Zentrale;
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Applied economics
8
QARMA-Beta-t-EGARCH versus ARMA-GARCH
, In:an application to S & P 500
Exemplare: Zentrale;
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Applied economics letters
10
How has the financial crisis affected the fiscal convergenc..:
, In:Exemplare: Zentrale;
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Applied economics
11
Renewable energy innovations in Europe
, In:a dynamic panel data approach
Exemplare: Zentrale;