Advanced search
Publication Cover
Applied Economics Volume 50, 2018 - Issue 37
Submit an article Journal homepage
469
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Equity market neutral hedge funds and the stock market: an application of score-driven copula models

Astrid AyalaSchool of Business, Universidad Francisco Marroquín, Guatemala City, GuatemalaView further author information
&
Szabolcs BlazsekSchool of Business, Universidad Francisco Marroquín, Guatemala City, GuatemalaCorrespondence[email protected]
View further author information
Pages 4005-4023 | Published online: 06 Mar 2018

Citations (5)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Szabolcs Blazsek & Richard Bowen. (2024) Score-driven cryptocurrency and equity portfolios. Applied Economics 56:18, pages 2109-2128.
Read now
Hyun Jin Jang, Xiao Pan & Sumin Park. (2021) Measuring systemic risk with a dynamic copula-based approach. Applied Economics 53:50, pages 5843-5863.
Read now

Articles from other publishers (3)

Astrid Ayala, Szabolcs Blazsek & Adrian Licht. (2023) Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets. Studies in Nonlinear Dynamics & Econometrics 27:5, pages 705-731.
Crossref
Astrid Ayala, Szabolcs Blazsek & Adrian Licht. (2021) Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020. Empirical Economics 62:5, pages 2179-2203.
Crossref
Astrid Ayala & Szabolcs Blazsek. (2018) Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar. SERIEs 10:1, pages 65-92.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.