Szabolcs Blazsek
Szabolcs Blazsek
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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, 2012
Analysis of electricity prices for Central American countries using dynamic conditional score models
S Blazsek, H Hernández
Empirical Economics 55 (4), 1807-1848, 2018
Is Beta-t-EGARCH (1, 1) superior to GARCH (1, 1)?
S Blazsek, M Villatoro
Applied Economics 47 (17), 1764-1774, 2015
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
Regime switching models of hedge fund returns
S Blazsek, A Downarowicz
Facultad de Ciencias Económicas y Empresariales Working Paper, 2008
Effects of tidy/messy work environment on human accuracy
R Mateo, JR Hernández, C Jaca, S Blazsek
Management Decision, 2013
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 copula models for portfolios of two risky assets
A Ayala, S Blazsek
The European Journal of Finance 24 (18), 1861-1884, 2018
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
Dynamic conditional score models: a review of their applications
S Blazsek, A Licht
Applied Economics 52 (11), 1181-1199, 2020
Intertemporal choice experiments and large-stakes behavior
D Aycinena, S Blazsek, L Rentschler, C Sprenger
Journal of Economic Behavior & Organization 196, 484-500, 2022
Equity market neutral hedge funds and the stock market: an application of score-driven copula models
A Ayala, S Blazsek
Applied Economics 50 (37), 4005-4023, 2018
Markov regime-switching Beta-t-EGARCH
S Blazsek, HC Ho
Applied Economics 49 (47), 4793-4805, 2017
Multivariate Markov-switching score-driven models: An application to the global crude oil market
S Blazsek, A Escribano, A Licht
Studies in Nonlinear Dynamics & Econometrics 26 (3), 313-335, 2022
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
Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate
S Blazsek, A Escribano, A Licht
Macroeconomic Dynamics, 1-21, 2021
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
A Ayala, S Blazsek
SERIEs 10 (1), 65-92, 2019
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