| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Analysis of electricity prices for Central American countries using dynamic conditional score models |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
35 |
| Anticipating extreme losses using score-driven shape filters |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate |
0 |
0 |
2 |
2 |
0 |
0 |
7 |
7 |
| Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
6 |
| Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
5 |
| Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
37 |
| Dynamic conditional score models: a review of their applications |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
22 |
| Equity market neutral hedge funds and the stock market: an application of score-driven copula models |
1 |
1 |
2 |
11 |
1 |
3 |
9 |
68 |
| Event-study analysis by using dynamic conditional score models |
0 |
0 |
0 |
5 |
2 |
2 |
4 |
32 |
| Forecasting hedge fund volatility: a Markov regime-switching approach |
0 |
0 |
2 |
20 |
1 |
1 |
3 |
107 |
| Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
23 |
| Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models |
0 |
1 |
2 |
2 |
0 |
1 |
6 |
6 |
| How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? |
0 |
0 |
0 |
30 |
1 |
3 |
4 |
93 |
| Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
34 |
| Intertemporal choice experiments and large-stakes behavior |
0 |
0 |
1 |
7 |
0 |
1 |
7 |
28 |
| Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)? |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
52 |
| Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors |
0 |
0 |
0 |
43 |
1 |
1 |
4 |
185 |
| Markov regime-switching Beta--EGARCH |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
53 |
| Model stability and forecast performance of Beta--EGARCH |
0 |
0 |
2 |
2 |
1 |
3 |
5 |
12 |
| Multivariate Markov-switching score-driven models: an application to the global crude oil market |
0 |
0 |
2 |
13 |
2 |
2 |
7 |
25 |
| Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers |
0 |
0 |
1 |
26 |
0 |
0 |
4 |
135 |
| Prediction accuracy of volatility using the score-driven Meixner distribution: an application to the Dow Jones |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
7 |
| QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500 |
0 |
0 |
1 |
9 |
0 |
0 |
6 |
53 |
| Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score |
0 |
0 |
0 |
4 |
1 |
4 |
4 |
18 |
| Renewable energy innovations in Europe: a dynamic panel data approach |
0 |
0 |
0 |
28 |
1 |
1 |
2 |
142 |
| Renewable energy innovations in Europe: a dynamic panel data approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
3 |
| Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Score-Driven Interactions for “Disease X” Using COVID and Non-COVID Mortality |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Score-driven Markov-switching EGARCH models: an application to systematic risk analysis |
0 |
0 |
1 |
10 |
1 |
1 |
4 |
36 |
| Score-driven copula models for portfolios of two risky assets |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
19 |
| Score-driven cryptocurrency and equity portfolios |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
| Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar |
0 |
0 |
1 |
2 |
1 |
4 |
7 |
65 |
| Score-driven dynamic patent count panel data models |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
35 |
| Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility |
0 |
0 |
2 |
2 |
0 |
0 |
6 |
6 |
| Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate |
0 |
0 |
2 |
8 |
0 |
2 |
5 |
24 |
| Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution |
0 |
0 |
2 |
3 |
1 |
1 |
4 |
7 |
| Score-driven panel data models of the capital structure of US firms |
0 |
0 |
1 |
1 |
0 |
2 |
3 |
8 |
| Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 |
0 |
0 |
1 |
2 |
0 |
1 |
6 |
14 |
| Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
2 |
| Smoothing, discounting, and demand for intra-household control for recipients of conditional cash transfers |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
9 |
| Structural breaks in public finances in Central and Eastern European countries |
0 |
0 |
0 |
9 |
0 |
3 |
3 |
68 |
| The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
63 |
| The two-component Beta-t-QVAR-M-lev: a new forecasting model |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
7 |
| Total Journal Articles |
1 |
2 |
33 |
321 |
19 |
48 |
154 |
1,568 |
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