Szabolcs Blazsek

Available identifiers

Publication	Date of Publication	Type
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility	2024-11-28	Paper
Signal smoothing for score-driven models: a linear approach	2024-06-11	Paper
Anticipating extreme losses using score-driven shape filters	2024-06-11	Paper
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution	2024-06-11	Paper
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets	2024-06-11	Paper
Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions	2023-09-05	Paper
Multivariate Markov-switching score-driven models: an application to the global crude oil market	2023-04-27	Paper
Identification of seasonal effects in impulse responses using score-driven multivariate location models	2021-04-07	Paper
Score-driven dynamic patent count panel data models	2018-08-29	Paper
Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors	2016-08-04	Paper
Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers	2015-12-18	Paper

This page was built for person: Szabolcs Blazsek