Szabolcs Blazsek
Szabolcs Blazsek
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Cited by
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers
S Blazsek, A Escribano
Journal of Econometrics 191 (1), 145-163, 2016
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors
S Blazsek, A Escribano
Journal of Econometrics 159 (1), 14-32, 2010
Renewable energy innovations in Europe: a dynamic panel data approach
N Ayari, S Blazsek, P Mendi
Applied Economics 44 (24), 3135-3147, 2011
Is Beta-t-EGARCH (1, 1) superior to GARCH (1, 1)?
S Blazsek, M Villatoro
Applied Economics 47 (17), 1764-1774, 2015
Regime switching models of hedge fund returns
S Blazsek, A Downarowicz
Working Papers (Universidad de Navarra. Facultad de Ciencias Económicas y …, 2008
Analysis of electricity prices for Central American countries using dynamic conditional score models
S Blazsek, H Hernández
Empirical Economics 55 (4), 1807-1848, 2018
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?
A Ayala, S Blazsek
Applied Economics Letters 19 (5), 471-476, 2012
Score-driven non-linear multivariate dynamic location models
S Blazsek, Á Escribano, A Licht
QARMA-Beta-t-EGARCH versus ARMA-GARCH: an application to S&P 500
S Blazsek, V Mendoza
Applied Economics 48 (12), 1119-1129, 2016
Effects of tidy/messy work environment on human accuracy
R Mateo, JR Hernández, C Jaca, S Blazsek
Management Decision, 2013
Intertemporal choice experiments and large-stakes behavior
D Aycinena, S Blazsek, L Rentschler, C Sprenger
Score-driven Markov-switching EGARCH models: an application to systematic risk analysis
S Blazsek, HC Ho, SP Liu
Applied Economics 50 (56), 6047-6060, 2018
Markov regime-switching Beta-t-EGARCH
S Blazsek, HC Ho
Applied Economics 49 (47), 4793-4805, 2017
Forecasting hedge fund volatility: a Markov regime-switching approach
S Blazsek, A Downarowicz
The European Journal of Finance 19 (4), 243-275, 2013
Event-study analysis by using dynamic conditional score models
S Blazsek, LA Monteros
Applied Economics 49 (45), 4530-4541, 2017
Dynamic conditional score models with time-varying location, scale and shape parameters
A Ayala, S Blazsek, Á Escribano
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
A Ayala, S Blazsek, J Cuñado, LA Gil-Alana
Applied Economics 48 (29), 2675-2696, 2016
Dynamic conditional score models: a review of their applications
S Blazsek, A Licht
Applied Economics 52 (11), 1181-1199, 2020
Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate
A Ayala, S Blazsek
Applied Economics 51 (37), 4083-4103, 2019
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk
A Ayala, S Blazsek, Á Escribano
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